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）

Springer Science+Business Media, 1995

• : softcover

Other Title

Chislennoe integrirovanie stokhasticheskikh different︠s︡ialʹnykh uravneniĭ

Details

• NCID: BB22677856
• ISBN:
  • 9789048144877
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Dordrecht
• Pages/Volumes: vii, 169 p.
• Size: 24 cm
• Classification:
  • DC22 : 519.2
• Subject Headings:
  • LCSH : Stochastic differential equations -- Numerical solutions
  • LCSH : Wiener integrals
• Parent Bibliography ID:
  • BA00044495