TY  - BOOK
AU  - Kloeden, Peter E.
AU  - Platen, Eckhard
AU  - Schurz, Henri
TI  - Numerical solution of SDE through computer experiments
SN  - 3540570748
U1  - 518 
PY  - 1997///
CY  - Berlin
PB  - Springer
KW  - Numerical analysis
KW  - Stochastic differential equations--Numerical solutions
KW  - Mathematics
N1  - 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
ER  -