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Title: Numerical integration of stochastic differential equations with nonglobally Lipschitz coefficients.
Authors: Milstein, G.N.
Tretyakov, Michael V.
First Published: 2005
Citation: SIAM Journal on Numerical Analysis, 2005, 43 (3), pp.1139-1154
DOI Link: 10.1137/040612026
ISSN: 0036-1429
Type: Article
Appears in Collections:Published Articles, Dept. of Mathematics

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