5 books • 5 series
An Introduction to the Numerical Simulation of Stochastic Differential Equations
Random Ordinary Differential Equations and Their Numerical Solution (Probability Theory and Stochastic Modelling, #85)
Nonautonomous Dynamical Systems (Mathematical Surveys and Monographs)
Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability, #23) (Studies in Contemporary Economics, #23)
Numerical Solution of Sde Through Computer Experiments (Universitext)