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Numerical integration of stochastic ...

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Mil吱hte熵n, G. N.

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Numerical integration of stochastic differential equations /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Numerical integration of stochastic differential equations // by G.N. Milstein.
Author:	Mil吱hte熵n, G. N.
Published:	Dordrecht ;Kluwer Academic Publishers, : c1995.,
Description:	vii, 169 p. ;25 cm.
Subject:	Stochastic differential equations - Numerical solutions. -
ISBN:	079233213X (acid-free paper)

Numerical integration of stochastic differential equations /
Mil吱hte熵n, G. N.

Numerical integration of stochastic differential equations /by G.N. Milstein. - Dordrecht ;Kluwer Academic Publishers,c1995. - vii, 169 p. ;25 cm. - Mathematics and its applications ;v. 313. - Mathematics and its applications (Kluwer Academic Publishers) ;v. 313..

Includes bibliographical references (p. 165-168) and index.

ISBN: 079233213X (acid-free paper)

LCCN: 94037674Subjects--Topical Terms:

664179
Stochastic differential equations
--Numerical solutions.

LC Class. No.: QA274.23 / .M5513 1995

Dewey Class. No.: 519.2

Numerical integration of stochastic differential equations /
LDR:00766nam a2200217 a 45 001 649874
003 DLC
005 19941227071955.9
008 940927s1995 ne b 001 0 eng
010 $a 94037674
020 $a 079233213X (acid-free paper)
035 $a dt 00008974
040 $a DLC $c DLC $d DLC
041 1 $a eng $h rus
050 0 0 $a QA274.23 $b .M5513 1995
082 0 0 $a 519.2 $2 20
100 $a Mil吱hte熵n, G. N. $q (Grigori熵 No熵khovich) $3 664178
240 1 0 $a Chislennoe integrirovanie stokhasticheskikh differen褮鮀ial吵ykh uravneni熵. $l English
245 1 0 $a Numerical integration of stochastic differential equations / $c by G.N. Milstein.
260 $a Dordrecht ; $a Boston : $c c1995. $b Kluwer Academic Publishers,
300 $a vii, 169 p. ; $c 25 cm.
490 1 $a Mathematics and its applications ; $v v. 313
504 $a Includes bibliographical references (p. 165-168) and index.
650 $a Stochastic differential equations $x Numerical solutions. $3 664179
650 $a Wiener integrals. $3 664180
830 $a Mathematics and its applications (Kluwer Academic Publishers) ; $v v. 313. $3 664181

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W0020903

罕用書庫221室(美崙校區,調書請點預約)(RU_221)

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QA274.23 M661 1995

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