Author:
Müller-Gronbach Thomas,Yaroslavtseva Larisa
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Analysis
Reference19 articles.
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3. S. Dereich, T. Müller-Gronbach and K. Ritter, On the complexity of computing quadrature formulas for SDEs, in: Foundations of computational mathematics, Budapest 2011, pp. 72–92, London Math. Soc. Lecture Note Ser., 403, Cambridge Univ. Press, Cambridge, 2013.
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5. A. Friedman, Stochastic Differential Equations and Applications. Vol. 1., Academic Press, New York–London., 1975.
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