Numerical solution of stochastic differential equations

• Main Author: Kloeden, Peter E.
• Other Authors: Platen, Eckhard
• Format: Book
• Language: English
• Published: Berlin Springer 1992
• Series: Applications of mathematics : Stochastic modelling and applied probability 23
• Subjects: Πιθανότητες; Εξισώσεις, Διαφορικές
• Physical Description: xxxvi, 636 p. fig. 24 cm.
• Bibliography: Includes bibliography and index
• ISBN: 3540540628; 0387540628