01650nam 2200397 450 00001536320050718115600.03-540-54062-820030725d1992----km-y0itay0103----baengDENumerical solution of stochastic differential equationsPeter E. Kloeden, Eckhard PlatenBerlin [etc.]Springerc1992XXXV, 632 p.ill.25 cm.Applications of mathematics232001Applications of mathematicsEquazioni differenziali stocasticheSoluzioni numeriche519.2(21. ed.)Probabilità e matematica applicata. Probabilità60H10Probability theory and stochastic processes. Stochastic analysis. Stochastic ordinary differential equations65C05Numerical analysis. Probabilistic methods, simulation and stochastic differential equations. Monte Carlo methodsKloeden,Peter E.21624Platen,Eckhard21625ITUniversità della Basilicata - B.I.A.RICAunimarc000015363Numerical solution of stochastic differential equations83308UNIBASMONSCISCIENZEEXT0030120030725BAS01122020050601BAS011755batch0120050718BAS01105220050718BAS01111120050718BAS01114120050718BAS011156BAS01BAS01BOOKBASA5Dipartimento MatematicaGENCollezione generaleMAT1914M19142003072551Riservati