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MR1214374 (94b:60069) 60H10 (34A50 34F05 65L99 65P05)
Kloeden, Peter E.; Platen, Eckhard Numerical solution of stochastic differential equations. Applications of Mathematics (New York), 23. Springer-Verlag, Berlin, 1992. xxxvi+632 pp. ISBN: 3-540-54062-8
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