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Digital simulation of stochastic differential equations and error estimates - MaRDI portal

Digital simulation of stochastic differential equations and error estimates (Q3206076)

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Digital simulation of stochastic differential equations and error estimates
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    Digital simulation of stochastic differential equations and error estimates (English)
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    1978
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    digital simulation of stochastic differential equations
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    stochastic differential equations
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    Monte Carlo methods
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