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MR1250770 (95c:65139) 65M12 (35K57 60J15 60J60)
Bernard, Pierre; Talay, Denis; Tubaro, Luciano Rate of convergence of a stochastic particle method for the Kolmogorov equation with variable coefficients. Math. Comp. 63 (1994), no. 208, 555–587, S11–S17.
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