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MR1711917
(2000k:60116)
60H10
(60H35 65C30)
Kuznetsov, D. F. {\cyr Nekotorye voprosy teorii chislennogo resheniya stokhasticheskikh differentsialʹnykh uravneniĭ Ito}. (Russian) [Some problems in the theory of the numerical solution of Itô stochastic differential equations] Izdatelʹstvo Sankt-Peterburgskogo Gosudartsvennogo Tekhnicheskogo Universiteta, St. Petersburg, 1998. 205 pp. ISBN: 5-7422-0045-5 |
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