Semi-implicit Milstein approximation scheme for non-colliding particle systems
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Calcolo
سال: 2019
ISSN: 0008-0624,1126-5434
DOI: 10.1007/s10092-019-0319-2