Numerical solution of stochastic differential equations/
Peter E. Kloeden, Eckhard Platen.
- Berlin: New York: Springer, c1992.
- xxxv, 632 p.: ill.; 25 cm.
- Applications of mathematics. 23 .
"Second corrected printing"--T.p. verso.
Includes bibliographical references (p. [597]-624) and index.
3540540628 (Berlin : acid-free paper) 0387540628 (New York : acid-free paper)