Numerical solution of stochastic differential equations /
Kloeden, Peter E.
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen. - Corr. 3rd print. - Berlin ; New York : Springer, 1999. - xxxvi, 636 p. : ill. ; 25 cm. - Applications of mathematics ; 23 .
Includes bibliographical references (p. [599]-628) and index.
9783642081071
00266312
Stochastic differential equations--Numerical solutions.
QA274.23 / .K56 1999
519.2
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen. - Corr. 3rd print. - Berlin ; New York : Springer, 1999. - xxxvi, 636 p. : ill. ; 25 cm. - Applications of mathematics ; 23 .
Includes bibliographical references (p. [599]-628) and index.
9783642081071
00266312
Stochastic differential equations--Numerical solutions.
QA274.23 / .K56 1999
519.2