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.