000 01090i0c a2200229 4500
001 u7263
003 SIRSI
005 20251112200004.0
008 |a250723s2021 paua rb 001|0 eng d
020 _a9781611976427
_q(hardback)
040 _aDLC
_beng
_erda
_cDLC
_dDLC
_dclrauoh
100 _aHigham, Desmond J.,
_d1964-
_eauthor.
245 1 0 _aAn introduction to the numerical simulation of stochastic differential equations /
_cDesmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany.
440 _aOther titles in applied mathematics ;
_v169
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
504 _aIncludes bibliographical references (pages 259-271) and index.
520 _a"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)""--
_cProvided by publisher."
650 _aStochastic differential equations
_xNumerical solutions.
700 _aKloeden, Peter E.,
_eauthor.
999 _c6280
_d6280