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Numerical solution of stochastic dif...

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Platen, Eckhard.

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Numerical solution of stochastic differential equations /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Numerical solution of stochastic differential equations // Peter E. Kloeden, Eckhard Platen.
Author:	Kloeden, Peter E.
other author:	Platen, Eckhard.
Published:	Berlin :Springer, : 1992.,
Description:	xxxvi, 636 p. :ill. ;25 cm.
Series:	Applications of mathematics ;
Subject:	Stochastic differential equations - Numerical solutions. -
ISBN:	0387540628 (New York)

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

Numerical solution of stochastic differential equations /Peter E. Kloeden, Eckhard Platen. - Berlin :Springer,1992. - xxxvi, 636 p. :ill. ;25 cm. - Applications of mathematics ;23.

Includes bibliographical references (p. [599]-628) and index.

ISBN: 0387540628 (New York)

LCCN: 95000463Subjects--Topical Terms:

664179
Stochastic differential equations
--Numerical solutions.

LC Class. No.: QA274.23 / .K56 1992b

Dewey Class. No.: 519.2

Numerical solution of stochastic differential equations /
LDR:00656cam a2200193 a 45 001 689647
005 20030924
008 030728s1992 gw a b 00110 eng
010 $a 95000463
020 $a 0387540628 (New York)
020 $a 3540540628 (Berlin) : $c EUR76.95
035 $a fnw92000004
040 $a DLC $c DLC $d DLC $d DH
050 0 0 $a QA274.23 $b .K56 1992b
082 0 0 $a 519.2 $2 20
100 $a Kloeden, Peter E. $3 725774
245 1 0 $a Numerical solution of stochastic differential equations / $c Peter E. Kloeden, Eckhard Platen.
260 $a Berlin : $c 1992. $b Springer,
300 $a xxxvi, 636 p. : $b ill. ; $c 25 cm.
440 0 $a Applications of mathematics ; $v 23
504 $a Includes bibliographical references (p. [599]-628) and index.
650 $a Stochastic differential equations $x Numerical solutions. $3 664179
700 $a Platen, Eckhard. $3 735933

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