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"Higher-order semi-implicit Taylor schemes for Itô stochastic ..."
Rebiha Zeghdane, L. Abbaoui, Angel Tocino (2011)
- Rebiha Zeghdane, L. Abbaoui, Angel Tocino
:
Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations. J. Comput. Appl. Math. 236(6): 1009-1023 (2011)

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