Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen.
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Personal Name(s): | Kloeden, Peter E. |
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Platen, Eckhard. | |
Imprint: |
Berlin, New York :
Springer-Verlag,
1992.
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Physical Description: |
xxxv, 632 p. |
Note: |
englisch |
ISBN: |
3540540628 0387540628 (New York) 9783540540625 |
Series Title: |
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Applications of mathematics ;
23. |
Keywords: |
Ito stochastic calculus stochastic Taylor expansions time discrete approximations strong Taylor approximations weak Taylor approximations applications of stochastic differential equations |
Subject (ZB): | |
Classification: | |
Shelf Classification: |
ZB | |
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Reading Room Call number: MAF 007-23 Barcode: 1092103379 Available |