Numerical Solution of Stochastic Differential Equations

Peter E. Kloeden, Eckhard Platen

Pocket

Engelsk

Stochastic Modelling and Applied Probability

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Numerical Solution of Stochastic Differential Equations

Forfattere: Peter E. Kloeden , Eckhard Platen
Format: Pocket
Antall sider: 636
Språk: Engelsk
Forlag/Utgiver: SD Books
Serienavn: Stochastic Modelling and Applied Probability
EAN: 9783642081071
Utgivelsesår: 2010
Bidragsyter: Kloeden, Peter E.; Platen, Eckhard

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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.

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Numerical Solution of Stochastic Differential Equations

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