div class=ts-pagebuttonPage 1button div class=ts-image amp-img class=ts-thumb alt=Page 1: 1998 Shojo Ozaki Biometri - N-TIMSACntimsaccomozakipublic_htmlpublicationspaper1998_Shoji_Ozaki_biometripdfIn order to approximate solutions of stochastic differential equations src=https:reader030vdocumentsusreader030viewer20220409165e8f8aea6863fa39581fdb21html5thumbnails1jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 2button div class=ts-image amp-img class=ts-thumb alt=Page 2: 1998 Shojo Ozaki Biometri - N-TIMSACntimsaccomozakipublic_htmlpublicationspaper1998_Shoji_Ozaki_biometripdfIn order to approximate solutions of stochastic differential equations src=https:reader030vdocumentsusreader030viewer20220409165e8f8aea6863fa39581fdb21html5thumbnails2jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 3button div class=ts-image amp-img class=ts-thumb alt=Page 3: 1998 Shojo Ozaki Biometri - N-TIMSACntimsaccomozakipublic_htmlpublicationspaper1998_Shoji_Ozaki_biometripdfIn order to approximate solutions of stochastic differential equations src=https:reader030vdocumentsusreader030viewer20220409165e8f8aea6863fa39581fdb21html5thumbnails3jpg width=142 height=106 layout=responsive amp-img divdivdiv class=ts-pagebuttonPage 4button div class=ts-image amp-img class=ts-thumb alt=Page 4: 1998 Shojo Ozaki Biometri - N-TIMSACntimsaccomozakipublic_htmlpublicationspaper1998_Shoji_Ozaki_biometripdfIn order to approximate solutions of stochastic differential equations src=https:reader030vdocumentsusreader030viewer20220409165e8f8aea6863fa39581fdb21html5thumbnails4jpg width=142 height=106 layout=responsive amp-img divdiv