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MR2417572
(2009k:60157)
60H35
(65C30)
Lelièvre, Tony; Le Bris, Claude; Vanden-Eijnden, Eric Analyse de certains schémas de discrétisation pour des équations différentielles stochastiques contraintes. (French) [Analysis of some discretization schemes for constrained stochastic differential equations] C. R. Math. Acad. Sci. Paris 346 (2008), no. 7-8, 471--476. |
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