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MR1396331 60H10 (65L05 65U05)
Hu, Yaozhong Semi-implicit Euler-Maruyama scheme for stiff stochastic equations. Stochastic analysis and related topics, V (Silivri, 1994), 183–202, Progr. Probab., 38, Birkhäuser Boston, Boston, MA, 1996.
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