000 01813cam a2200337 i 4500
001 21721385
003 KWUST
005 20230824112224.0
008 200917s2021 paua b 001 0 eng
010 _a 2020042061
020 _a9781611976427
_q(hardback)
040 _aDLC
_beng
_erda
_cKWUST
_dDLC
042 _apcc
050 0 0 _aQA274.23.H54 2021
100 1 _aHigham, Desmond J.,
_d1964-
_eauthor.
245 1 3 _aAn introduction to the numerical simulation of stochastic differential equations /
_cDesmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany.
264 1 _aPhiladelphia :
_bSociety for Industrial and Applied Mathematics,
_c2021.
300 _axv, 277 pages :
_billustrations ;
_c27 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 0 _aOther titles in applied mathematics ;
_v169
504 _aIncludes bibliographical references (pages 259-271) and index.
520 _a"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--
_cProvided by publisher.
650 0 _aStochastic differential equations
_xNumerical solutions.
700 1 _aKloeden, Peter E.,
_eauthor.
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
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2lcc
_cBK
999 _c2456
_d2456