TY  - BOOK
AU  - Kloeden,Peter E.
AU  - Platen,Eckhard
AU  - Schurz,Henri
TI  - Numerical solution of SDE through computer experiments
T2  - Universitext
SN  - 3540570748
U1  - 519.2 23
PY  - 1994///
CY  - Berlin, New York
PB  - Springer-Verlag
KW  - Stochastic differential equations
KW  - Numerical solutions
KW  - Data processing
N1  - Includes bibliographical references and index; 1: Background on Probability and Statistics.- 
2: Stochastic Differential Equations.- 
3: Introduction to Discrete Time Approximation.- 
4: Strong Approximations.-
5: Weak Approximations.- 
6: Applications.- 

References--
Subject Index--
List of PC-exercises--
Frequently used notations
N2  - A computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It aims to develop in the reader an ability to apply numerical methods solving stochastic differential equations
ER  -