ISSN 1817-2172, рег. Эл. № ФС77-39410, ВАК

Differential Equations and Control Processes
(Differencialnie Uravnenia i Protsesy Upravlenia)

Stochastic Differential Equations: Theory and Practice of Numerical Solution


D. F. Kuznetsov

195251, Russia,
Saint Petersburg, Polytechnicheskaya, 29.
Saint Petersburg State Plytechnical university


This article is devoted to representation of the monograph: Kuznetsov D.F. Stochastic differential equations: theory and practice of numerical solution. S.-Petersburg: Polytechnical University press, 2007. 800 P. (2-nd edition) on problem of numerical integration of stochastic differential equations. The article includes preface and contents of the monograph. The comparison of this monograph with monographs of other authors on problem of numerical solution of stochastic differential equations is considered.

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