An Introduction to the Numerical Simulation of Stochastic Differential Equations
Desmond J. Higham
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Nonautonomous Dynamical Systems
Peter E. Kloeden
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Random Ordinary Differential Equations and Their Numerical Solution
Xiaoying Han
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