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Publication:3023393
zbMath1067.60040MaRDI QIDQ3023393
Publication date: 5 July 2005
Full work available at URL: https://eudml.org/doc/232634
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Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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