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MR955705
(90k:65018)
65C05
(60H10 65D30 65L99 65P05)
Milʹshteĭn, G. N. {\cyr Chislennoe integrirovanie stokhasticheskikh differentsialʹnykh uravneniĭ}. (Russian) [Numerical integration of stochastic differential equations] Ural. Gos. Univ., Sverdlovsk, 1988. 224 pp. |
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