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MR2337577
(2008g:60209)
60H35
(60H10 65C30)
Lamba, H.; Mattingly, J. C.; Stuart, A. M. An adaptive Euler-Maruyama scheme for SDEs: convergence and stability. IMA J. Numer. Anal. 27 (2007), no. 3, 479--506. |
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