Discretization and simulation of stochastic differential equations

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Bibliographic Details
Published inActa applicandae mathematicae Vol. 3; no. 1; pp. 23 - 47
Main Authors Pardoux, E., Talay, D.
Format Journal Article
LanguageEnglish
Published 01.01.1985
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ISSN:0167-8019
1572-9036
DOI:10.1007/BF01438265