scientific article; zbMATH DE number 1055651
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Publication:4350396
zbMath0888.60050MaRDI QIDQ4350396
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Publication date: 30 September 1997
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numerical integration of stochastic differential equationsMonte Carlo methods for solving problems of mathematical physicsone-step order of accuracy of a methodweak approximation of solutions of stochastic differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, stochastic differential equations (65C99)
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