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008 230419b xxu||||| |||| 00| 0 eng d
020 _a9781611976427
040 _aDLC
_beng
_erda
_cDLC
_dDLC
042 _apcc
082 0 0 _a519.2
_bHIG-I
100 1 _aHigham, Desmond J.
245 1 3 _aAn introduction to the numerical simulation of stochastic differential equations
_cby Desmond J. Higham and Peter E. Kloeden
260 _aEdinburg :
_bSIAM,
_c©2021
300 _axv, 277 p. :
_bill. ;
_c27 cm.
490 0 _aOther titles in applied mathematics ;
_v169
500 _aThis book includes bibliographical references (pages 259-271) and index.
650 0 _aStochastic differential equations
650 0 _aNumerical solutions
650 0 _adifferential equations
650 0 _aStochastic
700 1 _aKloeden, Peter E.
776 0 8 _iOnline version:
_aHigham, Desmond J.,
_tAn introduction to the numerical simulation of stochastic differential equations
_dPhiladelphia : Society for Industrial and Applied Mathematics, 2020.
_z9781611976434
_w(DLC) 2020042062
942 _2ddc
_cBK
_01
999 _c170796
_d170796