Raman Research Institute Library OPAC

Raman Research Institute Library OPAC

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
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