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Numerical Methods in the Weak Sense for Stochastic Differential Equations With Small Noise

SIAM Journal on Numerical Analysis - United States
doi 10.1137/s0036142996278967
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Abstract

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Categories
Computational MathematicsApplied MathematicsNumerical Analysis
Date

December 1, 1997

Authors
G. N. MilsteinM. V. Tret'yakov
Publisher

Society for Industrial & Applied Mathematics (SIAM)


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