Numerical integration of stochastic differential equations

書誌事項

Numerical integration of stochastic differential equations

by G.N. Milstein

(Mathematics and its applications, v. 313)

Kluwer Academic Publishers, c1995

タイトル別名

Chislennoe integrirovanie stokhasticheskikh different︠s︡ialʹnykh uravneniĭ

この図書・雑誌をさがす
注記

Bibliography: p. 165-168

Includes index

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