Numerical integration of stochastic differential equations

• Main Author: Milstein, G. N.
• Format: Book
• Language: English
• Published: Dordrecht Boston Kluwer Academic Publishers 1995
• Series: Mathematics and its applications 313
• Subjects: Πιθανότητες; Στοχαστικές διαδικασίες
• Physical Description: vii, 169 p. tab. 25 cm.
• Bibliography: Includes bibliographical references and index
• ISBN: 079233213X