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"First order strong approximations of scalar SDEs defined in a domain."

Andreas Neuenkirch, Lukasz Szpruch (2014)

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DOI: 10.1007/S00211-014-0606-4

access: closed

type: Journal Article

metadata version: 2017-05-28

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Andreas Neuenkirch, Lukasz Szpruch:
First order strong approximations of scalar SDEs defined in a domain. Numerische Mathematik 128(1): 103-136 (2014)

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