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Second-order discretization schemes of stochastic differential systems for the computation of the invariant law - MaRDI portal

Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913)

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Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
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    Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (English)
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    1990
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    simulation of stochastic differential equations
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    invariant law of a stochastic differential equation
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