Kloeden, Peter E.

Numerical solution of stochastic differential equations / P.E. Kloeden, E.Platen. - 2nd corr. print. - Berlin ; New York : Springer, 1995. - xxxv, 632 p. ill. ; 25 cm. - Applications of mathematics 23 .

Includes bibliographical references (p. [597]-624) and index

3540540628 (Berlin : acid-free paper) 0387540628 (New York : acid-free paper)


Stochastic differential equations--Numerical solutions