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Stochastic differential equations in science and engineering / Douglas Henderson, Peter Plaschko.

Van Pelt Library TA347.D45 H46 2006 1 v. + CD-ROM
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Format:
Book
Author/Creator:
Henderson, Douglas, 1934-
Contributor:
Plaschko, Peter, 1941-
Sabin W. Colton, Jr., Memorial Fund.
Language:
English
Subjects (All):
Engineering mathematics.
Stochastic differential equations.
Science--Mathematics.
Science.
Physical Description:
xxiii, 215 pages : illustrations ; 24 cm + 1 CD-ROM (4 3/4 in.)
Place of Publication:
Hackensack, NJ : World Scientific Pub., [2006]
Summary:
Accompanying CD-ROM contains ... "MATHEMATICA and FORTRAN programs to assist the reader with the exercises, numerical routines and generating figures ..."--P. [4] of cover.
Notes:
Includes bibliographical references (pages 205-209) and index.
Local Notes:
Acquired for the Penn Libraries with assistance from the Sabin W. Colton, Jr., Memorial Fund.
ISBN:
9812562966
OCLC:
61228714

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