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High order splitting methods for SDEs satisfying a commutativity condition

Fuente: arXiv

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Bibliographic Details
Main Authors:	Foster, James, Reis, Goncalo dos, Strange, Calum
Format:	Preprint
Published:	2022
Subjects:	Numerical Analysis Probability 60H35, 60J65, 60L90, 65C30
Online Access:	Acceder al recurso
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