Numerical solution of stochastic differential equations / | Peter E. Kloeden, Eckhard Platen.
Kloeden, Peter E.
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen. - Corr. 3rd print. - Berlin : Springer, 1999. - xxxvi, 636 p. : ill. ; 25 cm. - Applications of mathematics ; 23 . - Applications of mathematics .
Includes bibliographical references (p. [599]-628) and index.
9783642081071
Stochastic differential equations--Numerical solutions
QA274.23 / .K56 1999
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen. - Corr. 3rd print. - Berlin : Springer, 1999. - xxxvi, 636 p. : ill. ; 25 cm. - Applications of mathematics ; 23 . - Applications of mathematics .
Includes bibliographical references (p. [599]-628) and index.
9783642081071
Stochastic differential equations--Numerical solutions
QA274.23 / .K56 1999