Numerical solution of SDE through computer experiments/
Kloeden, Peter E.
Numerical solution of SDE through computer experiments/ Peter E. Kloeden, Eckhard Platen and Henri Schurz - Berlin: Springer, 1997. - xiv, 292 p. : ill. ; 24 cm.
Legal Matters --
Introduction --
Background on Probability and Statistics --
Stochastic Differential Equations --
Introduction to Discrete Time Approximation --
Strong Approximations --
Weak Approximations --
Applications --
References --
Subject Index --
List of PC-Exercises --
Frequently Used Notations.
3540570748
Numerical analysis
Stochastic differential equations--Numerical solutions
Mathematics
518 / KLO/N
Numerical solution of SDE through computer experiments/ Peter E. Kloeden, Eckhard Platen and Henri Schurz - Berlin: Springer, 1997. - xiv, 292 p. : ill. ; 24 cm.
Legal Matters --
Introduction --
Background on Probability and Statistics --
Stochastic Differential Equations --
Introduction to Discrete Time Approximation --
Strong Approximations --
Weak Approximations --
Applications --
References --
Subject Index --
List of PC-Exercises --
Frequently Used Notations.
3540570748
Numerical analysis
Stochastic differential equations--Numerical solutions
Mathematics
518 / KLO/N