Numerical Solution of Stochastic Differential Equations

Name: Numerical Solution of Stochastic Differential Equations
Brand: Springer, Berlin
SKU: 9783642081071
Price: 716.48 RON
Availability: InStock

Autor: Peter E. Kloeden, Eckhard Platen

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Legare: Carte broșată

Editura: Springer, Berlin

Disponibilitate: În depozitul extern

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The numerical analysis of stochastic differential equations (SDEs) differs significantly from that o...

Informații despre carte

Autor

Peter E. Kloeden, Eckhard Platen

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2010

Pagini

636

EAN

9783642081071

ISBN

364208107X

Enbook ID

01653163

Editura

Springer, Berlin

Greutate

987

Dimensiuni

155 x 235 x 31

Descriere completă

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. §From the reviews:"The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP

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