JournalsmagNo. 122pp. 68–69

Book Review: “An Introduction to the Numerical Simulation of Stochastic Differential Equations” by Desmond J. Higham and Peter E. Kloeden

  • David Cohen

    Chalmers University of Technology, Gothenburg, Sweden
Book Review: “An Introduction to the Numerical Simulation of Stochastic Differential Equations” by Desmond J. Higham and Peter E. Kloeden cover
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David Cohen, Book Review: “An Introduction to the Numerical Simulation of Stochastic Differential Equations” by Desmond J. Higham and Peter E. Kloeden. Eur. Math. Soc. Mag. 122 (2021), pp. 68–69

DOI 10.4171/MAG/51