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MR2193396 60H35 (60H20)
Martinez, Miguel; Talay, Denis Discrétisation d'équations différentielles stochastiques unidimensionnelles à générateur sous forme divergence avec coefficient discontinu. (French) [Discretization of one-dimensional stochastic differential equations whose generators are of divergence form with a discontinuous coefficient] C. R. Math. Acad. Sci. Paris 342 (2006), no. 1, 51–56.
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