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Numerical Solution of Stochastic Differential Equations - 9783540540625
Un libro in lingua di Peter Kloeden Eckhard Platen edito da Springer Verlag, 1992
- € 94.10
- Il prezzo è variabile in funzione del cambio della valuta d’origine
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
Informazioni bibliografiche
- Titolo del Libro in lingua: Numerical Solution of Stochastic Differential Equations
- Lingua: English
- Autori : Peter Kloeden Eckhard Platen
- Editore: Springer Verlag
- Collana: Springer Verlag (Hardcover)
- Data di Pubblicazione: 01 Agosto '92
- Genere: MATHEMATICS
- Argomenti : Stochastic differential equations Numerical solutions
- Pagine: 672
- Dimensioni mm: 247 x 165 x 38
- ISBN-10: 3540540628
- EAN-13: 9783540540625