Numerical integration of stochastic differential equations

Author(s)

• Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)

Bibliographic Information

Numerical integration of stochastic differential equations

by G.N. Milstein

（Mathematics and its applications, v. 313）

Kluwer Academic Publishers, c1995

Other Title

Chislennoe integrirovanie stokhasticheskikh different︠s︡ialʹnykh uravneniĭ

Note

Bibliography: p. 165-168

Includes index

• NCID: BA24131131
• ISBN:
  • 079233213X
• LCCN: 94037674
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: rus
• Place of Publication: Dordrecht ; Boston
• Pages/Volumes: vii, 169 p.
• Size: 25 cm
• Classification:
  • NDC9 : 417.1
  • LCC : QA274.23
  • DC20 : 519.2
• Subject Headings:
  • LCSH : Stochastic differential equations -- Numerical solutions
  • LCSH : Wiener integrals
• Parent Bibliography ID:
  • BA00044495