Subject
Applied Mathematics,Control and Optimization,Numerical Analysis,Statistics and Probability,Algebra and Number Theory,General Mathematics
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1. Introduction to Stochastic Integration;Chung,1990
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3. The optimal discretization of stochastic differential equations;Hofmann;J. Complexity,2001
4. Brownian Motion and Stochastic Calculus;Karatzas,1991
5. Numerical Solution of Stochastic Differential Equations;Kloeden,1992
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