Continuous-Time Random Walks For The Numerical Solution Of Stochastic Differential Equations

Name: Continuous-Time Random Walks For The Numerical Solution Of Stochastic Differential Equations
Price: 87.55 EUR
Author: Eric Vanden-Eijnden e Nawaf Bou-Rabee
ISBN: 9781470431815

by Eric Vanden-Eijnden e Nawaf Bou-Rabee

language: english

Publisher: American Mathematical Society, January of 2019 ‧ see product details

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SYNOPSIS

Introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids.

DETAILS

Continuous-Time Random Walks For The Numerical Solution Of Stochastic Differential Equations

by Eric Vanden-Eijnden e Nawaf Bou-Rabee
Property	Description
ISBN:	9781470431815
Publisher:	American Mathematical Society
Release Date:	January of 2019
Language:	English
Dimensions:	178 x 254 x 20 mm
Cover:	Softcover
Pages:	124
Format:	Book
Collection:	Memoirs Of The American Mathematical Society
Categories:	Books in English > Science > Mathematics Books in English > Others
EAN:	9781470431815

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