Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen.

Saved in:
Kloeden, Peter E.
Platen, Eckhard.
Berlin, New York : Springer-Verlag, 1992.
xxxv, 632 p.
englisch
3540540628
0387540628 (New York)
9783540540625
Applications of mathematics ; 23.
Ito stochastic calculus
stochastic Taylor expansions
time discrete approximations
strong Taylor approximations
weak Taylor approximations
applications of stochastic differential equations

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