TY  - GEN
AU  - Higham, Desmond J.,
AU  - Kloeden, Peter E.,
TI  - An introduction to the numerical simulation of stochastic differential equations
SN  - 9781611976427
KW  - Stochastic differential equations
KW  - Numerical solutions
N1  - Includes bibliographical references (pages 259-271) and index
N2  - "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)""--
ER  -