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)