Author Statement

G. N. Milstein

Collation

168 P.: Table

Addition

,

Title

Numerical integration of stochastic differential equations

LC Class

519

LC Number

.2

LC CutterNumber

M 661 N

Publication Year

1995

Publication

Kluwer Acadamic publishing

Series

Mathematics and its applications; V.313

Subject

Stochastic differential equations- Numerical solutions,Wiener integrals

DocumentNumber

2638

ISBNN

, 1 , 7690 , 2-1

RecordNumber

1607