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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
Peter E. Kloeden
€ 157.80
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Description for Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
Hardcover. The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book presents an introduction to SDEs, their applications and the numerical methods to solve such equations. Series: Stochastic Modelling and Applied Probability. Num Pages: 672 pages, biography. BIC Classification: PBKJ; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 244 x 166 x 43. Weight in Grams: 1094.
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
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
Product Details
Format
Hardback
Publication date
1992
Publisher
Springer
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
636
Place of Publication
Berlin, Germany
ISBN
9783540540625
SKU
V9783540540625
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
... 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. This was not an easy task... Their exposition stresses clarity, not formality - a very welcome approach. ZAMP