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References
- Erich Kamke, Differentialgleichungen, B. G. Teubner, Stuttgart, 1977 (German). Lösungsmethoden und Lösungen. I: Gewöhnliche Differentialgleichungen; Neunte Auflage; Mit einem Vorwort von Detlef Kamke. MR 0466672 P. Bratley, B. L. Fox and L. E. Schrage, A guide to simulation, Springer, New York, 1983; 2nd ed., 1987.
- Luc Devroye, Nonuniform random variate generation, Springer-Verlag, New York, 1986. MR 836973, DOI 10.1007/978-1-4613-8643-8
- Donald E. Knuth, The art of computer programming. Vol. 2, 2nd ed., Addison-Wesley Series in Computer Science and Information Processing, Addison-Wesley Publishing Co., Reading, Mass., 1981. Seminumerical algorithms. MR 633878
- Brian D. Ripley, Stochastic simulation, Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics, John Wiley & Sons, Inc., New York, 1987. MR 875224, DOI 10.1002/9780470316726
Additional Information
- © Copyright 1990 American Mathematical Society
- Journal: Math. Comp. 54 (1990), 479-482
- DOI: https://doi.org/10.1090/S0025-5718-90-99791-1