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A class of projected explicit stochastic Runge-Kutta method for stochastic differential equations un
[会议论文] 作者:Ma Qiang,Song Yuanwei,
来源:第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议 年份:2019
Although a lot of numerical methods to stochastic differential equations with the coefficients of locally Lipschitz and polynomial growth have been discusse...
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