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140122 ||| eng |
| 020 |
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|a 9789401584555
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| 100 |
1 |
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|a Milstein, G.N.
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| 245 |
0 |
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|a Numerical Integration of Stochastic Differential Equations
|h Elektronische Ressource
|c by G.N. Milstein
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| 250 |
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|a 1st ed. 1995
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| 260 |
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|a Dordrecht
|b Springer Netherlands
|c 1995, 1995
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| 300 |
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|a VIII, 172 p
|b online resource
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| 505 |
0 |
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|a 1. Mean-square approximation of solutions of systems of stochastic differential equations -- 2. Modeling of Itô integrals -- 3. Weak approximation of solutions of systems of stochastic differential equations -- 4. Application of the numerical integration of stochastic equations for the Monte-Carlo computation of Wiener integrals
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| 653 |
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|a Numerical Analysis
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| 653 |
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|a Probability Theory
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| 653 |
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|a Numerical analysis
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| 653 |
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|a Applications of Mathematics
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| 653 |
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|a Mathematics
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| 653 |
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|a Probabilities
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b SBA
|a Springer Book Archives -2004
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| 490 |
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|a Mathematics and Its Applications
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| 028 |
5 |
0 |
|a 10.1007/978-94-015-8455-5
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| 856 |
4 |
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|u https://doi.org/10.1007/978-94-015-8455-5?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 518
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