02218nam0 2200529 i 450 VAN0006554920250318122523.144978-35-405-4062-520080918d1992 |0itac50 baengDE|||| |||||i e nncNumerical solution of stochastic differential equationsPeter E. Kloeden, Eckhard PlatenBerlinSpringer1992XXXVI, 636 p.ill.24 cm001VAN000764902001 Stochastic modelling and applied probability210 New York [etc.]Springer2360H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF65C05Monte Carlo methods [MSC 2020]VANC020429MFCalculusKW:KDiffusion ProcessesKW:KLinear optimizationKW:KModelingKW:KNumerical AnalysisKW:KNumerical methodsKW:KNumerical solutionsKW:KStatisticsKW:KStochastic CalculusKW:KStochastic Taylor expansionsKW:KStochastic differential equationsKW:KStochastic processesKW:KTime-discrete approximationsKW:KVarianceKW:Knumerical schemesKW:KBerlinVANL000066KloedenPeter E.VANV05212021624PlatenEckhardVANV05212121625Springer <editore>VANV108073650ITSOL20250912RICA/sebina/repository/catalogazione/documenti/Kloeden, Platen - Numerical solution of stochastic differential equations.pdfKloeden, Platen - Numerical solution of stochastic differential equations.pdfBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08VAN00065549BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08PREST 65-XX 2215 08 8204 I 20081124 Numerical solution of stochastic differential equations83308UNICAMPANIA