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Convergence and stability of the split-step -method for stochastic differential equations

✍ Scribed by Xiaohua Ding; Qiang Ma; Lei Zhang

Book ID: 108077580
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 514 KB
Volume: 60
Category: Article
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2010.06.011

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