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A comparison of a few numerical schemes for the integration of stochastic differential equations in the Stratonovich interpretation - MaRDI portal

A comparison of a few numerical schemes for the integration of stochastic differential equations in the Stratonovich interpretation

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Publication:6223703

arXiv1102.4401MaRDI QIDQ6223703

David García-Álvarez

Publication date: 21 February 2011











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