Numerical solution of SDE through computer experiments

書誌事項

Numerical solution of SDE through computer experiments

Peter E. Kloeden, Eckhard Platen, Henri Schurz

(Universitext)

Springer, 2003

Corr. 3rd printing

タイトル別名

Numerical solution of stochastic differential equations through computer experiments

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注記

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

Author's comments on the third printing--Preface

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