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MR1897950
(2003e:37126)
37M15
(60H10 65C30 65P10)
Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. Symplectic integration of Hamiltonian systems with additive noise. SIAM J. Numer. Anal. 39 (2002), no. 6, 2066--2088 (electronic). |
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