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A revisit of stochastic theta method with some improvements - MaRDI portal

A revisit of stochastic theta method with some improvements (Q5005852)

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scientific article; zbMATH DE number 7380879
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A revisit of stochastic theta method with some improvements
scientific article; zbMATH DE number 7380879

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    A revisit of stochastic theta method with some improvements (English)
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    11 August 2021
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    stochastic differential equations
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    stability
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    theta method
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    numerical schemes
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