Numerical solution of stochastic differential equations
Kloeden, Peter E Platen, Eckhard
Numerical solution of stochastic differential equations - Berlin Springer 2010 - xxxv,632p. ill. 24 cm. - Applications of mathematics 23 .
Includes bibliographical references (p. [597]-624) and indexes.
9783642081071
92015916
Stochastic differential equations--Numerical solutions.
QA274.23 / .K56 1992
519.2 / KL-N
Numerical solution of stochastic differential equations - Berlin Springer 2010 - xxxv,632p. ill. 24 cm. - Applications of mathematics 23 .
Includes bibliographical references (p. [597]-624) and indexes.
9783642081071
92015916
Stochastic differential equations--Numerical solutions.
QA274.23 / .K56 1992
519.2 / KL-N