Numerical solution of stochastic differential equations

Kloeden Peter E

Numerical solution of stochastic differential equations Kloeden Peter E; Platen Eckhard - Berlin Springer-Verlag 1992 - 632p - Application of mathematics; 23 .

0387540628 (Berlin) 3540540628 (New York)

2260

Textual


Numerical solutions
Probability
Stochastic processes
Statistics

B2811:1, N2