Some derivative-free solvers for numerical solution of SODEs (Q2516347)

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Some derivative-free solvers for numerical solution of SODEs
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    Some derivative-free solvers for numerical solution of SODEs (English)
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    31 July 2015
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    stochastic differential equations
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    numerical solution
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    derivative-free solvers
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    stochastic Runge-Kutta methods
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    heuristic derivation
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