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MR874837
(88b:60140)
60H10
(60G35 93E11)
Talay, Denis Efficient numerical schemes for the approximation of expectations of functionals of the solution of a SDE and applications. Filtering and control of random processes (Paris, 1983), 294--313, Lecture Notes in Control and Inform. Sci., 61, Springer, Berlin, 1984. |
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