Higham, Desmond J.,  1964- <br/><br/>
An introduction to the numerical simulation of stochastic differential equations / 
Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany. 
 - xv, 277 pages :  illustrations ;  27 cm 
 - Other titles in applied mathematics ;  169 .
<br/><br/>Includes bibliographical references (pages 259-271) and index. 
<br/><br/> "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- 
<br/><br/><label>ISBN: </label>9781611976427 
<br/><br/><label>LCCN: </label>2020042061 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic differential equations--Numerical solutions.
<br/><br/><label>LC Class. No.: </label>QA274.23.H54 2021