Kloeden, Peter E.,

Numerical solution of SDE through computer experiments / Numerical solution of stochastic differential equations through computer experiments Peter E. Kloeden, Eckhard Platen, Henri Schurz - Corrected third printing - xiv, 292 pages : illustrations ; 24 cm. - Universitext .

Includes bibliographical references and index

9783540570745 3540570748


Stochastic differential equations--Numerical solutions--Data processing