1)  Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
by Peter E. Kloeden (Author), Eckhard Platen (Author)
http://www.amazon.com/Numerical-Stochastic-Differential-Equations-Probability/dp/3540540628
Hardcover: 636 pages Publisher: Springer; Corrected edition (November 28, 2000) Language: English ISBN-10: 3540540628 ISBN-13: 978-3540540625   

2)  Numerical Solution of SDE Through Computer Experiments (Universitext)
by Peter Eris Kloeden (Author), Eckhard Platen (Author), Henri Schurz (Author)
http://www.amazon.com/Numerical-Solution-Computer-Experiments-Universitext/dp/3540570748/ref=sr_1_1?ie=UTF8&s=books&qid=1256234254&sr=1-1
Paperback: 292 pages Publisher: Springer (January 31, 2003) Language: English ISBN-10: 3540570748 ISBN-13: 978-3540570745
每本个各 100 论坛币，非常感谢！！！