An introduction to the numerical simulation of stochastic differential equations / Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany.
"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--
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| Online Access: |
Full Text (via SIAM) |
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| Main Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Philadelphia :
Society for Industrial and Applied Mathematics,
[2021]
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| Series: | Other titles in applied mathematics ;
169. |
| Subjects: |
Internet
Full Text (via SIAM)Online
| Call Number: |
QA274.23
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| QA274.23 | Available |