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