Kloeden, Peter E

Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen - Berlin : Springer-Verlag, 1992 - xxxv, 632 p. : ill. ; 24 cm. - Applications of mathematics ; 23 .

Includes bibliographical references (p. 597-624) and indexes.

0387540628

92-015916


Stochastic differential equations--Numerical solutions