Numerical solution of stochastic differential equations

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Bibliographic Details
Main Authors:	Kloeden, Peter E., 1949- (Author), Platen, Eckhard, 1949- (Author)
Format:	Book
Language:	English
Published:	Berlin : Springer, c1992
Series:	Applications of mathematics
Subjects:	aproximace diferenciální rovnice numerická analýza stochastika teorie pravděpodobnosti
ISBN:	3540540628
Physical Description:	xxxvi, 636 s. : il. ; 24 cm