TY  - BOOK
AU  - Higham,Desmond J.
AU  - Kloeden,Peter E.
TI  - An introduction to the numerical simulation of stochastic differential equations
T2  - Other titles in applied mathematics
SN  - 9781611976427
AV  - QA274.23.H54 2021 
PY  - 2021///
CY  - Philadelphia
PB  - Society for Industrial and Applied Mathematics
KW  - Stochastic differential equations
KW  - Numerical solutions
N1  - Includes bibliographical references (pages 259-271) and index
N2  - "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--
ER  -