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MR2069903 (2005f:60004) 60-02 (35R60 37M15 60H10 60H15 60H35 65C30)
Milstein, G. N.; Tretyakov, M. V. Stochastic numerics for mathematical physics. Scientific Computation. Springer-Verlag, Berlin, 2004. xx+594 pp. ISBN: 3-540-21110-1
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