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Approximation of some stochastic differential equations by the splitting up method

✍ Scribed by A. Bensoussan; R. Glowinski; A. Raşcanu

Publisher: Springer
Year: 1992
Tongue: English
Weight: 927 KB
Volume: 25
Category: Article
ISSN: 0095-4616
DOI: 10.1007/bf01184157

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