Numerical Solution of SDE Through Computer Experiments (Universitext)

Kloeden, Peter Eris; Platen, Eckhard; Schurz, Henri

ISBN 10: 3540570748 / ISBN 13: 9783540570745

Verlag: Springer (edition 1994. Corr. 3rd), 1993

Beschreibung

Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Bestandsnummer des Verkäufers 3540570748-11-1

Bibliografische Details

Titel: Numerical Solution of SDE Through Computer ...

Verlag: Springer (edition 1994. Corr. 3rd)

Erscheinungsdatum: 1993

Einband: Paperback

Zustand: Good

Auflage: 1994. Corr. 3rd.

Über diesen Titel

Reseña del editor:

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.