Numerical solution of stochastic differential equations

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Bibliographic Details
Main Author: Kloeden, Peter E
Other Authors: Platen, Eckhard
Format: Book
Published: Berlin Springer 1992 (1995 printing)
Series:Applications of mathematics 23
Subjects:
Online Access:Click Here to View Status and Holdings.
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Description
Item Description:"Second corrected printing"--T.p. verso
Physical Description:xxxv, 632 p. ill. 25 cm
Bibliography:Includes bibliographical references (p. [597]-624) and index
ISBN:3540540628