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1
by Kloeden, Peter E., Platen, Eckhard
Published 1992
Springer Berlin Heidelberg
Table of Contents: “... Calculus -- 4. Stochastic Differential Equations -- 5. Stochastic Taylor Expansions -- 6. Modelling...”
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2
by Platen, Eckhard, Bruti-Liberati, Nicola
Published 2010
Springer Berlin Heidelberg
Table of Contents: “...Stochastic Differential Equations with Jumps -- Exact Simulation of Solutions of SDEs -- Benchmark...”