Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability, 23)
ISBN-13:
9783540540625
ISBN-10:
3540540628
Edition:
Corrected
Author:
Eckhard Platen, Peter E. Kloeden
Publication date:
1992
Publisher:
Springer
Format:
Hardcover
636 pages
Category:
Statistics
,
Education & Reference
FREE US shipping
Book details
ISBN-13:
9783540540625
ISBN-10:
3540540628
Edition:
Corrected
Author:
Eckhard Platen, Peter E. Kloeden
Publication date:
1992
Publisher:
Springer
Format:
Hardcover
636 pages
Category:
Statistics
,
Education & Reference
Summary
Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability, 23) (ISBN-13: 9783540540625 and ISBN-10: 3540540628), written by authors
Eckhard Platen, Peter E. Kloeden, was published by Springer in 1992.
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Description
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations.
From the reviews:
"The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
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