scientific article; zbMATH DE number 970407
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Publication:5688557
zbMath0860.65148MaRDI QIDQ5688557
Publication date: 21 April 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergenceWiener processfinite-difference methodsshooting methodsstochastic boundary-value problems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Linear boundary value problems for ordinary differential equations (34B05) Probabilistic methods, stochastic differential equations (65C99)
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