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, c2010

Corrected 3rd print

• : [pbk.]

Note

"Corrected 3rd printing 1999"--T.p. verso

Includes bibliographical references (p. [587]-628) and index

Details

• NCID: BB07897970
• ISBN:
  • 9783642081071
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xxxvi, 636 p.
• Size: 24 cm
• Classification:
  • DC22 : 519.2
• Parent Bibliography ID:
  • BA00256802