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

DOI10.4171/MAG-51zbMATH Open1480.00015MaRDI QIDQ2076002FDOQ2076002

Authors: Yanyan Li 

Publication date: 17 February 2022

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

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Mathematics Subject Classification ID

External book reviews (00A17) Numerical solutions to stochastic differential and integral equations (65C30) 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)

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