Book review of: D. J. Higham and P. E. Kloeden, An introduction to the numerical simulation of stochastic differential equations

DOI10.4171/MAG-51MaRDI QIDQ2076002zbMATH OpenFDO

Authors Yanyan Li

Publication date 17 February 2022

Published in European Mathematical Society Magazine (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/MAG-51

Mathematics Subject Classification ID

External book reviews (00A17) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

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• scientific article; zbMATH DE number 6444916 (Why is no real title available?)

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