Abstract
In this chapter, we discuss some basic aspects of stochastic differential equations (SDEs) including stochastic ordinary (SODEs) and partial differential equations (SPDEs).
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CITATION STYLE
APA
Zhang, Z., & Karniadakis, G. E. (2017). Numerical methods for stochastic differential equations. In Applied Mathematical Sciences (Switzerland) (Vol. 196, pp. 53–97). Springer. https://doi.org/10.1007/978-3-319-57511-7_3
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