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    • Numerical approximation of SDEs and stochastic Swift-Hohenberg equation 

      Adamu, Iyabo Ann (Heriot-Watt University Mathematical and Computer Science, 2011-07)
      We consider the numerical approximation of stochastic di®erential equations inter- preted both in the It^o and Stratonovich sense and develop three stochastic time- integration techniques based on the deterministic ...