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zbMATH Open0671.60059MaRDI QIDQ3823582

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Publication date: 1989

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zbMATH Keywords

Numerical examplesvon Neumann-Ulam schemefunctionals of weak solutions of stochastic differential equationsStochastic numerical algorithmsvariance-reducing estimators

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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