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Numerical solution of stochastic differential equations |
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| Abstract: | Numerical solution of stochastic differential equations, P. E. Kioeden and E. Platen, Springer-Verlag (1992). 632 pp. $59.00 ISBN 0-386-54062-8 |
| Keywords: | Maximum likelihood estimate diffusion type process Malliavin calculus Mathematics Subject Classifications: 62E20 62F12 |