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Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen.
Math/Physics/Astronomy Library QA274.23 .K56 1999
Available
- Format:
- Book
- Author/Creator:
- Kloeden, Peter E.
- Series:
- Applications of mathematics ; 23.
- Applications of mathematics ; 23
- Language:
- English
- Subjects (All):
- Stochastic differential equations--Numerical solutions.
- Stochastic differential equations.
- Physical Description:
- xxxvi, 636 pages : illustrations ; 25 cm.
- Edition:
- Corrected third print.
- Place of Publication:
- Berlin ; New York : Springer, 1999.
- Notes:
- Includes bibliographical references (pages [599]-628) and index.
- ISBN:
- 3540540628
- OCLC:
- 43344211
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