Numerical solution of SDE through computer experiments

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Bibliographic Information

Title
"Numerical solution of SDE through computer experiments"
Statement of Responsibility
Peter E. Kloeden, Eckhard Platen, Henri Schurz
Publisher
  • Springer
  • Corr. 2nd printing
Publication Year
  • 1997
Book size
24 cm.
Other Title
  • Numerical solution of stochastic differential equations through computer experiments

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Notes

Includes bibliographical references (p. [271]-278) and index

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