Numerical Solution Of Stochastic Differential Equations

by Eckhard Platen e Peter E. Kloeden
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, June of 2011 ‧
OUT OF STOCK OR NOT AVAILABLE
Sell ​​your book
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book presents an introduction to SDEs, their applications and the numerical methods to solve such equations.

Numerical Solution Of Stochastic Differential Equations

by Eckhard Platen e Peter E. Kloeden

Property Description
ISBN: 9783540540625
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: June of 2011
Language: English
Cover: Hardcover
Pages: 636
Format: Book
Categories: Books in English > Science > Mathematics
EAN: 9783540540625