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"A change of measure enhanced near exact Euler Maruyama scheme for the ..."
Tapas Tripura et al. (2021)
- Tapas Tripura, Mohammad Imran, Budhaditya Hazra, Souvik Chakraborty:
A change of measure enhanced near exact Euler Maruyama scheme for the solution to nonlinear stochastic dynamical systems. CoRR abs/2108.10655 (2021)
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