Numerical Integration of Stochastic Differential Equations /

This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamental aspects in the contemporary theory of SDE. Firstly, the construction of numerical methods for such systems is important as the solutions...

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Bibliographic Details

Main Author:	Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Dordrecht : Springer Netherlands, 1995.
Series:	Mathematics and its applications ; 313.
Subjects:	Computer science. Electronic data processing. Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book