Numerical integration of stochastic differential equations :: G. N. Milʹshteĭn :: ISBN 079233213X :: Kluwer Academic 1995 :: OBNB, the Open British National Bibliography

Publication Data

Title Numerical integration of stochastic differential equations
Author G. N. Milʹshteĭn
Publisher Kluwer Academic
Publication date 1995
Publication location Dordrecht
Language English

Descriptive Notes

Translation of "Chislennoe integrirovanie stokhastichestikh different︠s︡ialʹnykh uravenniĭ", Sverdlovsk, 1988.

Topics

Stochastic differential equations :: Numerical solutions
Wiener integrals

Catalogue Data

OBNB ID GB9501982
ISBN 10 079233213X
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.2

ISBD

P1053 vii,169p.
P1042 Includes bibliographical references and index.

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Numerical integration of stochastic differential equations by G. N. Milʹshteĭn. ISBN 079233213X. Published by Kluwer Academic in 1995. Publication and catalogue information, links to buy online and reader comments.