An Algorithmic Introduction to Numerical Simulation of...

SIAM Review 2001 / 01 Vol. 43; Iss. 3

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

Higham., Desmond J.
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Volume:
43
Language:
english
Journal:
SIAM Review
DOI:
10.1137/S0036144500378302
Date:
January, 2001
File:
PDF, 593 KB
english, 2001
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