An introduction to the numerical simulation of stochastic differential equations /

This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs).

Bibliographic Details

Main Authors:	Higham, Desmond J., 1964- (Author), Kloeden, Peter E. (Author)
Format:	Book
Language:	English
Published:	Philadelphia : Society for Industrial and Applied Mathematics, [2021].
Series:	Other titles in applied mathematics ; 169.
Subjects:	Stochastic differential equations > Numerical solutions.