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: |
Similar Items
-
Stochastic integrals
by: McKean, H. P.
Published: (1969) -
Stochastic integrals
by: McKean, H. P.
Published: (1969) -
Numerical methods for stochastic processes
by: Bouleau, Nicolas
Published: (1994) -
Stochastic partial differential equations and applications Proceedings of a Conference held in Trento, Italy, Sept. 30 - Oct. 5, 1985
Published: (1987) -
Stochastic analysis /
by: Malliavin, Paul 1925-2010
Published: (1997)