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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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