Numerical integration of stochastic differential equations

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Bibliographic Details
Main Author: Milshtein, G. N. (Grigorii Noikhovich)
Format: Book
Language:English
Published: Dordrecht ; Boston : Kluwer Academic Publishers, c1995
Series:Mathematics and its applications ; ; v. 313
Subjects:
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100 1 |a Milshtein, G. N.  |q (Grigorii Noikhovich) 
245 1 0 |a Numerical integration of stochastic differential equations /  |c by G.N. Milstein 
260 |a Dordrecht ; Boston :   |b Kluwer Academic Publishers,   |c c1995 
300 |a viivii, 169 p.;  |c 25 cm. 
490 1 |a Mathematics and its applications  |v ; v. 313 
504 |a Includes bibliographical references and index 
650 0 0 |a Stochastic differential equations  |x Numerical solutions. 
650 0 0 |a Wiener integrals. 
830 0 |a Mathematics and its applications ;  |v ; v. 313 
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