Digital modelling methods for stochastic differential equations when absorbing boundaries are present
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Publication:1119269
zbMath0671.60060MaRDI QIDQ1119269
Publication date: 1988
Published in: Automation and Remote Control (Search for Journal in Brave)
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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