Some issues in discrete approximate solution for stochastic differential equations
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Publication:1339295
DOI10.1016/0898-1221(94)00197-9zbMath0810.65145OpenAlexW2020271407MaRDI QIDQ1339295
Yoshihiro Saito, Yoshio Komori, Taketomo Mitsui
Publication date: 1 December 1994
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(94)00197-9
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)
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