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Numerical solution od stochastic differential equations /
by
Kloeden, Peter E.
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Authors:
Platen, Eckhard
Series:
Applications of mathematics. Stochastic modelling and applied probability ;
. 23
Published by :
Springer-Verlag,
(New York : )
Physical details:
XXXV, 632 p. : ill. ; 24 cm.
Subject(s):
Stochastic differential equations-numerical solutions
Year :
1992
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Istituto di Ingegneria Biomedica
QA274.23.K56 (
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QA274.23.I57
Proceedings of the International symposium on stochastic differential equations, Kyoto, 1986 /
QA274.23.I87
Foundations of stochastic differential equations in infinite dimensional spaces /
QA274.23.K557
Numerical solution of SDE through computer experiments /
QA274.23.K56
Numerical solution od stochastic differential equations /
QA274.23.K86L
Lectures on stochastic flows and applications : lectures delivered at the Indian Institute of Science, Bangalore, under the T. I. F. R. - I. i. Sc. Programme in Applications of Mathematics /
QA274.23.L32
Random differential inequalities /
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