Kloeden, Peter E.

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)

95000463


Stochastic differential equations---Numerical solutions

518.63 / K66n