Numerical solution of stochastic differential equations

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Bibliographic Information

Title
"Numerical solution of stochastic differential equations"
Statement of Responsibility
Peter E. Kloeden, Eckhard Platen
Publisher
  • Springer
  • 3rd corrected printing
Publication Year
  • 1999, c1992
Book size
24 cm
Series Name / No
  • : gw
  • : us

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Notes

Bibliography:p. [587]-628

Includes index

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