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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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