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"Strong Convergence of Euler-Type Methods for Nonlinear Stochastic ..."
Desmond J. Higham, Xuerong Mao, Andrew M. Stuart (2002)
- Desmond J. Higham, Xuerong Mao
, Andrew M. Stuart
:
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations. SIAM J. Numer. Anal. 40(3): 1041-1063 (2002)
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