02216nam0 22005533i 450 VAN0028951320250318122722.430N978366212616520250318r19921999 |0itac50 baengDE|||| |||||i e bcrNumerical Solution of Stochastic Differential EquationsPeter E. Kloeden, Eckhard PlatenCorr. 3. printBerlinSpringer1992 [stampa 1999]xxxvi, 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>VANV108073650ITSOL20250912RICAhttps://doi.org/10.1007/978-3-662-12616-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00289513BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 11121 08eMF11121 20250519 Numerical solution of stochastic differential equations83308UNICAMPANIA