Numerical Solution of SDE through Computer Experiments (P. E. Kloeden, E. Platen, and H. Schurz)

Philip Protter. Numerical Solution of SDE through Computer Experiments (P. E. Kloeden, E. Platen, and H. Schurz). SIAM Review, 38(1):177-178, 1996. [doi]

Abstract

Abstract is missing.