Numerical solution of stochastic differential equations
By: Peter E. Kloeden, Eckhard Platen.
Contributors: Platen, Eckhard.
Edition: Corr. 3rd print.
Series: Applications of mathematics ;; 23
Publisher: Springer
Published: 1999
Place of publication: Berlin; New York
Language: eng
Number of pages: 636
Subjects: Stochastic differential equations -- Numerical solutions
Notes: Includes bibliographical references (p. [599]-628) and index.