Numerical integration of stochastic differential equations

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Bibliographic Information

Title
"Numerical integration of stochastic differential equations"
Statement of Responsibility
by G.N. Milstein
Publisher
  • Kluwer Academic Publishers
Publication Year
  • c1995
Book size
25 cm
Other Title
  • Chislennoe integrirovanie stokhasticheskikh different︠s︡ialʹnykh uravneniĭ

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Notes

Bibliography: p. 165-168

Includes index

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