Numerical integration of stochastic differential equations
By: by G.N. Milstein.
Series: Mathematics and its applications ;; v. 313; Mathematics and its applications (Kluwer Academic Publishers) ;; v. 313.
Publisher: Kluwer Academic Publishers
Published: 1995
Place of publication: Dordrecht; Boston
Language: eng
Number of pages: 169
Subjects: Stochastic differential equations -- Numerical solutions; Wiener integrals
Notes: Includes bibliographical references (p. 165-168) and index.