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Numerical integration of stochastic differential equations / by G.N. Milstein.

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Bibliographic Details
Main Author: Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Other title:Chislennoe integrirovanie stokhasticheskikh different︠s︡ialʹnykh uravneniĭ. English
Format: Book
Language:English
Russian
Published: Dordrecht ; Boston : Kluwer Academic Publishers, ©1995.
Series:Mathematics and its applications (Kluwer Academic Publishers) ; v. 313.
Subjects:
Stochastic differential equations > Numerical solutions.
Wiener integrals.
Description
Physical Description:vii, 169 pages ; 25 cm.
Bibliography:Includes bibliographical references (pages 165-168) and index.
ISBN:079233213X (acid-free paper)
Action Note:committed to retain

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