Stochastic differential equations - Numerical solutions.

Numerical integration of stochastic differential equations / by: (Language materials, printed)

Numerical solution of stochastic differential equations / by: (Language materials, printed)

Numerical methods for stochastic computations : = a spectral method approach / by: (Language materials, printed)

Spectral theory (Mathematics)

Stochastic differential equations- Numerical solutions.

Approximation theory.

Probabilities.

Wiener integrals.

Stochastic processes.