On the solution of boundary value problems for the systems of linear stochastic differential equations (conditional distribution method) (Q3124156)
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| Language | Label | Description | Also known as |
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| English | On the solution of boundary value problems for the systems of linear stochastic differential equations (conditional distribution method) |
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On the solution of boundary value problems for the systems of linear stochastic differential equations (conditional distribution method) (English)
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18 August 1997
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conditional distribution method
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numerical algorithms
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boundary value problems
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linear vector stochastic differential equations
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Wiener processes
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