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Numerical Solution Of Stochastic Differential Equations

by Eckhard Platen e Peter E. Kloeden
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, December of 2010 ‧
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The aim of this book is to provide an accessible introduction to stochastic differ­ ential equations and their applications together with a systematic presentation of methods available for their numerical solution.

Numerical Solution Of Stochastic Differential Equations

by Eckhard Platen e Peter E. Kloeden

Property Description
ISBN: 9783642081071
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: December of 2010
Language: English
Cover: Softcover
Pages: 636
Format: Book
Collection: Stochastic Modelling And Applied Probability
Categories: Books in English > Management > Management and Organization
EAN: 9783642081071