Numerical solution of stochastic differential equations /
Kloeden, Peter E
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen - Berlin : Springer-Verlag, 1992 - xxxv, 632 p. : ill. ; 24 cm. - Applications of mathematics ; 23 .
Includes bibliographical references (p. 597-624) and indexes.
0387540628
92-015916
Stochastic differential equations--Numerical solutions
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen - Berlin : Springer-Verlag, 1992 - xxxv, 632 p. : ill. ; 24 cm. - Applications of mathematics ; 23 .
Includes bibliographical references (p. 597-624) and indexes.
0387540628
92-015916
Stochastic differential equations--Numerical solutions
