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Stochastic dynamics for systems driven by correlated noises

โœ Scribed by Li Cao; Da-jin Wu


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
257 KB
Volume
185
Category
Article
ISSN
0375-9601

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The local linearization (LL) approach has become an effective technique for the numerical integration of ordinary, random and stochastic differential equations. One of the reasons for this success is that the LL method achieves a convenient trade-off between numerical stability and computational cos