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"An advanced numerical scheme for multi-dimensional stochastic Kolmogorov ..."
Yongmei Cai, Xuerong Mao, Fengying Wei (2024)
- Yongmei Cai
, Xuerong Mao
, Fengying Wei
:
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients. J. Comput. Appl. Math. 437: 115472 (2024)
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