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"A weak Local Linearization scheme for stochastic differential equations ..."
Juan Carlos Jimenez, Carlos M. Mora, Mónica Selva (2017)
- Juan Carlos Jimenez, Carlos M. Mora, Mónica Selva:
A weak Local Linearization scheme for stochastic differential equations with multiplicative noise. J. Comput. Appl. Math. 313: 202-217 (2017)
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