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"Preserving positivity in solutions of discretised stochastic differential ..."
John A. D. Appleby et al. (2010)
- John A. D. Appleby, Malgorzata Guzowska, Cónall Kelly, Alexandra Rodkina:
Preserving positivity in solutions of discretised stochastic differential equations. Appl. Math. Comput. 217(2): 763-774 (2010)
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