Kloeden, Peter E.

Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen - New York : Springer, 1992 - xxxvi, 636 p. : ill. ; 25 cm. - Applications of mathematics ; œv 23 .

Includes bibliographical references and index

9783540540625 (hbk.) 3540540628


Stochastic differential equations--Numerical solutions