Analysis of multiscale methods for stochastic differential equations
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Publication:5704756
DOI10.1002/cpa.20088zbMath1080.60060OpenAlexW2141361312MaRDI QIDQ5704756
Eric Vanden-Eijnden, Di Liu, E. Weinan
Publication date: 15 November 2005
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.20088
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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