Numerical solution of stochastic differential equations

Author(s)

• Kloeden, Peter E.
• Platen, Eckhard

Bibliographic Information

Numerical solution of stochastic differential equations

Peter E. Kloeden, Eckhard Platen

（Applications of mathematics, 23）

Springer, 1999, c1992

3rd corrected printing

• : gw
• : us

Note

Bibliography:p. [587]-628

Includes index

Details

• NCID: BA43335751
• ISBN:
  • 9783540540625
  • 0387540628
• LCCN: 92015916
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; New York
• Pages/Volumes: xxxvi, 636 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.23
  • DC20 : 519.2
  • NDC8 : 417.1
• Subject Headings:
  • LCSH : Stochastic differential equations -- Numerical solutions
• Parent Bibliography ID:
  • BA00256802