Kloeden, Peter E.

Numerical solution of SDE through computer experiments / Numerical solution of stochastic differential equations through computer experiments Peter E. Kloeden, Eckhard Platen, Henri Schurz. - Corr. 2nd print. - xiv, 292 p. : ill. ; 24 cm. + 1 computer disk (3 1/2 in.) - Universitext. .

3540570748 (sc : alk. paper)


Stochastic differential equations--Numerical solutions--Data processing

QA274.23 / .K557 1997