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"Double-implicit and split two-step Milstein schemes for stochastic ..."
Fengze Jiang et al. (2016)
- Fengze Jiang, Xiaofeng Zong, Chao Yue, Chengming Huang:
Double-implicit and split two-step Milstein schemes for stochastic differential equations. Int. J. Comput. Math. 93(12): 1987-2011 (2016)
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