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"A class of new Magnus-type methods for semi-linear non-commutative ..."
Guoguo Yang et al. (2021)
- Guoguo Yang, Kevin Burrage, Yoshio Komori
, Pamela M. Burrage, Xiaohua Ding:
A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. Numer. Algorithms 88(4): 1641-1665 (2021)
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