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An Introduction to the Numerical Simulation of Stochastic Differential Equations

An Introduction to the Numerical Simulation of Stochastic Differential Equations
Catalogue Information
Field name Details
Author Higham, Desmond J.
Kloeden, Peter E.
TITLE An Introduction to the Numerical Simulation of Stochastic Differential Equations
Place of Publ. Philadelphia
Publisher SIAM Society for Industrial & Applied Mathematics
Publ. Year 2021
Pages 277 S.
ISBN 978-1-611976-42-7
Catalogue Information 89026 Beginning of record . Catalogue Information 89026 Top of page .