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Publication:3993249
zbMath0682.60045MaRDI QIDQ3993249
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical stabilityMonte-Carlo simulationstochastic Taylor expansionsWiener-integralsnumerical methods of stochastic differential equations
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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