عنوان

Numerical integration of stochastic differential equations,Chislennoe integrirovanie stokhasticheskikh differentsialnykh uravenii. English

116633

زمستا‌ن‌۷۷

English

)20(

Milshtein, G. N.)Grigorii Noikhovich(

Numerical integration of stochastic differential equations

Dordrecht

Kluwer Academic Publishers

1995

vii, 169 p. ; 25 cm

Mathematics and its applications; v.313

Includes bibliographical references and index

Chislennoe integrirovanie stokhasticheskikh differentsialnykh uravenii. English

، Stochastic differential equations-- Numerical solutions

، Wiener integrals

274

M5513

1995

by G.N. Milstein

SE Mathematics and its applications )Kluwer Academic Publishers(; v.313

عنوان Numerical integration of stochastic differential equations,Chislennoe integrirovanie stokhasticheskikh differentsialnykh uravenii. English