Numerical Integration of Stochastic Differential Equations

  • G. N. Milstein

Part of the Mathematics and Its Applications book series (MAIA, volume 313)

Table of contents

About this book


Approximation Mathematica Monte Carlo Method Numerical integration control theory mathematical physics modeling numerical methods probability

Authors and affiliations

  • G. N. Milstein
    • 1
  1. 1.Department of MathematicsUral State UniversityEkatarinburgRussia

Bibliographic information

  • DOI
  • Copyright Information Springer Science+Business Media B.V. 1995
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-90-481-4487-7
  • Online ISBN 978-94-015-8455-5
  • Buy this book on publisher's site
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