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Numerical Integration of Stochastic Differential Equations - Mathematics and Its Applications G.n. Milstein 1995 edition
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Numerical Integration of Stochastic Differential Equations - Mathematics and Its Applications
G.n. Milstein
Devoted to mean-square and weak approximations of solutions of Stochastic Differential Equations (SDE), this book is suitable for graduate students in the mathematical, physical and engineering sciences, and specialists whose work involves differential equations, mathematical physics, numerical mathematics, and the theory of random processes.
172 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 30, 1994 |
| ISBN13 | 9780792332138 |
| Publishers | Kluwer Academic Publishers |
| Pages | 172 |
| Dimensions | 156 × 234 × 12 mm · 458 g |
| Language | English |
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