Numerical solution of stochastic differential equations
By: Peter E. Kloeden, Eckhard Platen.
Contributors: Platen, Eckhard.
Series: Applications of mathematics ;; 23
Publisher: Springer-Verlag
Published: 1992
Place of publication: Berlin; New York
Language: eng
Number of pages: 632
Subjects: Stochastic differential equations -- Numerical solutions.
Notes: Includes bibliographical references (p. [597]-624) and indexes.