Numerical solution of stochastic differential equations

Denis Talay

Stochastics and stochastics reports · 1994 · 401 citations · 3 references

Concepts

Abstract

Abstract Numerical solution of stochastic differential equations, P. E. Kioeden and E. Platen, Springer-Verlag (1992). 632 pp. $59.00 ISBN 0-386-54062-8

References

3