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
Cite this article
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