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"High strong order stochastic Runge-Kutta methods for Stratonovich ..."
Aiguo Xiao, Xiao Tang (2016)
- Aiguo Xiao, Xiao Tang:
High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise. Numer. Algorithms 72(2): 259-296 (2016)
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