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Platen, Eckhard

Numerical solution of stochastic differential equations - Berlin: Springer, 2010 - xxxvi, 636 p.; ill.: 24 cm. - Applications of mathematics .

ISBN: 9783642081071 (pbk)

Subjects--Topical Terms:
Stochastic differential equations -- Numerical solutions

Dewey Class. No.: 519.2 / KLO