%0 Book %1 higham2021introduction %A Higham, D. J. %A Kloeden, Peter E. %B Other titles in applied mathematics %C Philadelphia %D 2021 %I SIAM %K 60-01-probability-instructional-exposition 60H-stochastic-analysis 65-01-numerical-analysis-instructional-exposition 65c30-numerical-solutions-to-stochastic-and-integral-differential-equations %T An introduction to the numerical simulation of stochastic differential equations %U https://www.worldcat.org/title/introduction-to-the-numerical-simulation-of-stochastic-differential-equations/oclc/1245411278&referer=brief_results %V 169 %X "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--Résumé de l'éditeur %@ 9781611976427 1611976421

@book{higham2021introduction, abstract = {"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--Résumé de l'éditeur}, added-at = {2021-05-25T03:28:28.000+0200}, address = {Philadelphia}, author = {Higham, D. J. and Kloeden, Peter E.}, biburl = {https://www.bibsonomy.org/bibtex/257b4691f4d40b60706eaba036c4f09c3/gdmcbain}, interhash = {dead2eb996a894e1aecb722480166e5f}, intrahash = {57b4691f4d40b60706eaba036c4f09c3}, isbn = {9781611976427 1611976421}, keywords = {60-01-probability-instructional-exposition 60H-stochastic-analysis 65-01-numerical-analysis-instructional-exposition 65c30-numerical-solutions-to-stochastic-and-integral-differential-equations}, publisher = {SIAM}, refid = {1245411278}, series = { Other titles in applied mathematics}, timestamp = {2021-05-25T03:28:28.000+0200}, title = {An introduction to the numerical simulation of stochastic differential equations}, url = {https://www.worldcat.org/title/introduction-to-the-numerical-simulation-of-stochastic-differential-equations/oclc/1245411278&referer=brief_results}, volume = 169, year = 2021 }