Numerical solution of SDE through computer experiments.

• Main Author: Kloeden, Peter E.
• Other Authors: Platen, Eckhard, Schurz, Henri
• Format: Book
• Language: English
• Published: Berlin: Springer, 1994
• Series: Universitext
• Subjects: Stochastic differential equations > Numerical solutions; Stochastic partial differential equations > Numerical solutions; Applied mathematics; Statistical mathematics; Computer science; Computers; Economics; Engineering; Probability; Statistics; Textbooks; Στοχαστικές διαφορικές εξισώσεις