Numerical solution of stochastic differential equations on Supercomputers (Q5407670)

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scientific article; zbMATH DE number 6280772
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Numerical solution of stochastic differential equations on Supercomputers
scientific article; zbMATH DE number 6280772

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    Numerical solution of stochastic differential equations on Supercomputers (English)
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    7 April 2014
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    stochastic differential equation
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    parallelization
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    supercomputer
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    cluster
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    algorithms
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    numerical experiments
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