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Numerical Solution of SDE Through Computer Experiments
Peter Eris Kloeden
€ 87.00
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Description for Numerical Solution of SDE Through Computer Experiments
Paperback. A computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It aims to develop in the reader an ability to apply numerical methods solving stochastic differential equations. Series: Universitext. Num Pages: 308 pages, biography. BIC Classification: PBKJ; PBWL; UYA. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 157 x 18. Weight in Grams: 436.
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
Product Details
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
309
Format
Paperback
Publication date
2002
Series
Universitext
Condition
New
Weight
436g
Number of Pages
294
Place of Publication
Berlin, Germany
ISBN
9783540570745
SKU
V9783540570745
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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