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Numerical integration of stochastic differential equations

Detalles Bibliográficos
Autor principal: Milstein, G N
Lenguaje:eng
Publicado: Springer 1995
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-94-015-8455-5
http://cds.cern.ch/record/1620557
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author Milstein, G N
author_facet Milstein, G N
author_sort Milstein, G N
collection CERN
id cern-1620557
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 1995
publisher Springer
record_format invenio
spelling cern-16205572021-04-21T21:53:01Zdoi:10.1007/978-94-015-8455-5http://cds.cern.ch/record/1620557engMilstein, G NNumerical integration of stochastic differential equationsMathematical Physics and MathematicsSpringeroai:cds.cern.ch:16205571995
spellingShingle Mathematical Physics and Mathematics
Milstein, G N
Numerical integration of stochastic differential equations
title Numerical integration of stochastic differential equations
title_full Numerical integration of stochastic differential equations
title_fullStr Numerical integration of stochastic differential equations
title_full_unstemmed Numerical integration of stochastic differential equations
title_short Numerical integration of stochastic differential equations
title_sort numerical integration of stochastic differential equations
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-94-015-8455-5
http://cds.cern.ch/record/1620557
work_keys_str_mv AT milsteingn numericalintegrationofstochasticdifferentialequations