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MR1951908
(2004a:65009)
65C30
(37M15 60H10 65P10)
Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. Numerical methods for stochastic systems preserving symplectic structure. SIAM J. Numer. Anal. 40 (2002), no. 4, 1583--1604 (electronic). |
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