Numerical solution of stochastic differential equations. Kloeden, P. E. & Platen, E. Springer-Verlag, Berlin, HeidelbeReviews of Geophysics, New York, 1992. bibtex @book{ kloedenplaten1992,
author = {P E Kloeden and E Platen},
title = {Numerical solution of stochastic differential equations},
year = {1992},
abstract = {},
publisher = {Springer-Verlag},
address = {Berlin, HeidelbeReviews of Geophysics, New York}
}
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