Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen

Auteur principal : Kloeden, Peter E., 1949-, AuteurCo-auteur : Platen, Eckhard, 1949-, AuteurType de document : Livre numériqueCollection : Applications of mathematics, 23Langue : anglais.Éditeur : New York : Springer, cop. 1992ISBN: 3540540628.ISSN: 0172-4568.Sujet MSC : 60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
65Cxx, Numerical analysis - Probabilistic methods, stochastic differential equations
65-02, Research exposition (monographs, survey articles) pertaining to numerical analysisEn-ligne : Springerlink | MSN | zbMath
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