Numerical solution of SDE through computer experiments
Berlin, New York
Springer-Verlag
1994
xiv, 292 p. : ill. ; 24 cm. + 1 computer disk )3 1/2 in.(
Universitext
System requirements for computer disk: IBM-compatible PC )386 microprocessor recommended(; DOS; Borland Turbo Pascal 5.0; CGA, EGA, VGA, or SVGA graphics adapter
Includes bibliographical references and index
Peter E. Kloeden, Eckhard Platen, Henri Schurz
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Data processing ، Stochastic differential equations - Numerical solutions