Applied Mathematics and Computation · 2004 · 44 citations · 10 references
EngineeringMathematicsDifferential EquationsProbability TheoryStochastic ProcessesApproximation MethodsBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesStochastic CalculusStochastic Differential EquationsItô CalculusRandom Differential EquationsStochastic ApproximationStochastic Differential Systems
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