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Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods. (English) Zbl 1258.60042

Zili, Mounir (ed.) et al., Stochastic differential equations and processes. SAAP, Tunisia, October 7-9, 2010. Selected papers based on the presentations at the international conference on stochastic analysis and applied probability. Berlin: Springer (ISBN 978-3-642-22367-9/hbk; 978-3-642-22368-6/ebook). Springer Proceedings in Mathematics 7, 1-139 (2012).
MSC:  60H35 65C30 60H10
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