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]

@article{Protter96,
  title = {Numerical Solution of SDE through Computer Experiments (P. E. Kloeden, E. Platen, and H. Schurz)},
  author = {Philip Protter},
  year = {1996},
  doi = {10.1137/1038030},
  url = {http://dx.doi.org/10.1137/1038030},
  researchr = {https://researchr.org/publication/Protter96},
  cites = {0},
  citedby = {0},
  journal = {SIAM Review},
  volume = {38},
  number = {1},
  pages = {177-178},
}