Numerical solution of SDE through computer experiments
By: Peter E. Kloeden, Eckhard Platen, Henri Schurz.
Contributors: Platen, Eckhard.; Schurz, Henri.
Edition: Corr. 2nd print.
Series: Universitext
Publisher: Springer
Published: 1997
Place of publication: Berlin; New York
Language: eng
Number of pages: 292
Subjects: Stochastic differential equations -- Numerical solutions -- Data processing.
Other titles: Numerical solution of stochastic differential equations through computer experiments
Notes: Includes bibliographical references (p. [271]-278) and index.