Numerical solution of SDE through computer experiments

Author(s)

• Kloeden, Peter E.
• Platen, Eckhard
• Schurz, Henri

Bibliographic Information

Numerical solution of SDE through computer experiments

Peter E. Kloeden, Eckhard Platen, Henri Schurz

（Universitext）

Springer, 2003

Corr. 3rd printing

Other Title

Numerical solution of stochastic differential equations through computer experiments

Note

Includes bibliographical references (p. [271]-278) and index

Author's comments on the third printing--Preface

Details

• NCID: BA60904343
• ISBN:
  • 3540570748
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xiv, 292 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.23
  • DC21 : 519.2
  • NDC9 : 417.1
• Subject Headings:
  • LCSH : Stochastic differential equations -- Numerical solutions -- Data processing
• Parent Bibliography ID:
  • BA00021004