Kloeden, Peter E. <br/><br/>
Numerical solution of SDE through computer experiments/ 
Peter E. Kloeden, Eckhard Platen and Henri Schurz 
 - Berlin:  Springer,  1997. 
 - xiv, 292 p. :  ill. ;  24 cm. 
<br/><br/>Legal Matters --<br/>Introduction --<br/>Background on Probability and Statistics --<br/>Stochastic Differential Equations --<br/>Introduction to Discrete Time Approximation --<br/>Strong Approximations --<br/>Weak Approximations --<br/>Applications --<br/>References --<br/>Subject Index --<br/>List of PC-Exercises --<br/>Frequently Used Notations. 
<br/><br/><label>ISBN: </label>3540570748 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Numerical analysis<br/>Stochastic differential equations--Numerical solutions<br/>Mathematics
<br/><br/><label>Dewey Class. No.: </label>518  / KLO/N