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Numerical methods for stochastic differential equations. (English) Zbl 0858.65148

Kliemann, Wolfgang (ed.) et al., Nonlinear dynamics and stochastic mechanics. Dedicated to Prof. S. T. Ariaratnam on the occasion of his sixtieth birthday. Boca Raton, FL: CRC Press. CRC Mathematical Modelling Series. 437-461 (1995).
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