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Title Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen.
Author Kloeden, Peter E., author.
Publisher Berlin : Springer-Verlag, [201].
Copyright ©2010


Status Loan Type Location Shelf-mark
 In Library  Standard  Library Level 5  Mathematics 6075 2010-K  

More Details

Description xxxvi, 636 pages : graphs ; 24 cm.
ISBN 9783642081071 paperback
Note Corrected third printing 1999.
Bibliography Includes bibliographical references (pages [599]-628) and index.
Series Stochastic modelling and applied probability ; 23.
Applications of mathematics ; 23.
Library Class Mathematics 6075
Subject Stochastic differential equations -- Numerical solutions.
Other Author Platen, Eckhard, author.

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