02138nam0 22004933i 450 VAN0029236120250718024010.707N978364257913420250506r19942003 |0itac50 baengDE|||| |||||i e bcrNumerical Solution of SDE Through Computer ExperimentsPeter E. Kloeden, Eckhard Platen, Henri SchurzCorr. 3. printBerlinSpringer1994 [stampa 2003]xiv, 292 p.ill.24 cm001VAN000245062001 Universitext210 Berlin [etc]Springer1930-60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF93D05Lyapunov and other classical stabilities (Lagrange, Poisson, $L^p, l^p$, etc.) [MSC 2020]VANC033645MF93E11Filtering in stochastic control theory [MSC 2020]VANC022653MFComputer ExperimentsKW:KDiscrete time approximationsKW:KHigher order numerical schemesKW:KNumerical simulationKW:KNumericsKW:KStatisticsKW:KStochastic Taylor expansionsKW:KStochastic differential equationsKW:KBerlinVANL000066KloedenPeter E.VANV05212021624PlatenEckhardVANV05212121625SchurzHenriVANV24803121626Springer <editore>VANV108073650ITSOL20250912RICAhttps://doi.org/10.1007/978-3-642-57913-4E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00292361BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 11575 08eMF11575 20250625 Numerical solution of SDE through computer experiments3625531UNICAMPANIA