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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability, 23) Ray Porter Review Cj has a fabulousThe aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in
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