9780387540627-0387540628-Numerical Solution of Stochastic Differential Equations (Applications of Mathematics)

Numerical Solution of Stochastic Differential Equations (Applications of Mathematics)

ISBN-13: 9780387540627
ISBN-10: 0387540628
Author: Peter Kloeden, Eckhard Platen
Publication date: 1992
Publisher: Springer Verlag
Format: Hardcover 632 pages
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Book details

ISBN-13: 9780387540627
ISBN-10: 0387540628
Author: Peter Kloeden, Eckhard Platen
Publication date: 1992
Publisher: Springer Verlag
Format: Hardcover 632 pages

Summary

Numerical Solution of Stochastic Differential Equations (Applications of Mathematics) (ISBN-13: 9780387540627 and ISBN-10: 0387540628), written by authors Peter Kloeden, Eckhard Platen, was published by Springer Verlag in 1992. With an overall rating of 3.6 stars, it's a notable title among other Applied (Mathematical Analysis, Mathematics, Number Systems, Mathematical Physics, Physics) books. You can easily purchase or rent Numerical Solution of Stochastic Differential Equations (Applications of Mathematics) (Hardcover) from BooksRun, along with many other new and used Applied books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.46.

Description

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE and then applications as well as the numerical methods for dealing with them. To help the reader develop an intuitive understanding and hand-on numerical skills, numerous exercises including PC-exercises are included.

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