• Media type: Book
  • Title: Numerical integration of stochastic differential equations
  • Work titles: Čislennoe integrirovanie stochastičeskich differencial'nych uravnenij <engl.>
    Milʹstejn, Grigorij N.: Čislennoe integrirovanie stochastičeskich differencial'nych uravnenij <engl.>
  • Contributor: Milʹstejn, Grigorij N. [Author];
  • imprint: Dordrecht [u.a.]: Kluwer Acad. Publ., 1995
  • Published in: Mathematics and its applications ; 31300
  • Extent: VII, 169 S.
  • Language: English
  • ISBN: 079233213X
  • RVK notation: SK 820 : Stochastische Prozesse
  • Keywords: Stochastische Differentialgleichung > Numerische Integration
    Wiener-Integral
    Numerische Integration > Stochastische Differentialgleichung
  • Origination:
  • Footnote: Transkriptionsvariante: Chislennoe integrirovanie stokhasticheskikh differentsial'nykh
    Literaturverz. S. 165 - 168

copies

(0)
  • Status: Loanable