Numerical solution of stochastic differential equations /
Kloeden, Peter E.
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen. - 2nd corr. print. - Springer, 1995. - xxxv, 632 p. : ill. ; 25 cm. - Applications of mathematics ; 23 .
Includes bibliographical references (p. [597]-624) and index.
3540540628 (Berlin : acidfree paper) 0387540628
95000463
Stochastic differential equations--Numerical solutions.
QA274.23 / .K56 1995
519.2
517.91
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen. - 2nd corr. print. - Springer, 1995. - xxxv, 632 p. : ill. ; 25 cm. - Applications of mathematics ; 23 .
Includes bibliographical references (p. [597]-624) and index.
3540540628 (Berlin : acidfree paper) 0387540628
95000463
Stochastic differential equations--Numerical solutions.
QA274.23 / .K56 1995
519.2
517.91