"Weak Backward Error Analysis for SDEs."

Arnaud Debussche, Erwan Faou (2012)

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DOI: 10.1137/110831544

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type: Journal Article

metadata version: 2020-05-11

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Arnaud Debussche, Erwan Faou:
Weak Backward Error Analysis for SDEs. SIAM J. Numer. Anal. 50(3): 1735-1752 (2012)

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