LEADER 02218nam0 2200529 i 450 001 VAN00065549 005 20250318122523.144 010 $a978-35-405-4062-5 100 $a20080918d1992 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 181 $ai$b e 182 $an 183 $anc 200 1 $aNumerical solution of stochastic differential equations$fPeter E. Kloeden, Eckhard Platen 210 $aBerlin$cSpringer$d1992 215 $aXXXVI, 636 p.$cill.$d24 cm 410 1$1001VAN00076490$12001 $aStochastic modelling and applied probability$1210 $aNew York [etc.]$cSpringer$v23 606 $a60H10$xStochastic ordinary differential equations [MSC 2020]$3VANC020682$2MF 606 $a65C05$xMonte Carlo methods [MSC 2020]$3VANC020429$2MF 610 $aCalculus$9KW:K 610 $aDiffusion Processes$9KW:K 610 $aLinear optimization$9KW:K 610 $aModeling$9KW:K 610 $aNumerical Analysis$9KW:K 610 $aNumerical methods$9KW:K 610 $aNumerical solutions$9KW:K 610 $aStatistics$9KW:K 610 $aStochastic Calculus$9KW:K 610 $aStochastic Taylor expansions$9KW:K 610 $aStochastic differential equations$9KW:K 610 $aStochastic processes$9KW:K 610 $aTime-discrete approximations$9KW:K 610 $aVariance$9KW:K 610 $anumerical schemes$9KW:K 620 $dBerlin$3VANL000066 700 1$aKloeden$bPeter E.$3VANV052120$021624 701 1$aPlaten$bEckhard$3VANV052121$021625 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20250912$gRICA 856 4 $u/sebina/repository/catalogazione/documenti/Kloeden, Platen - Numerical solution of stochastic differential equations.pdf$zKloeden, Platen - Numerical solution of stochastic differential equations.pdf 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $aVAN00065549 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08PREST 65-XX 2215 $e08 8204 I 20081124 996 $aNumerical solution of stochastic differential equations$983308 997 $aUNICAMPANIA