Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
ISBN-13:
9783642081071
ISBN-10:
364208107X
Author:
Eckhard Platen, Peter E. Kloeden
Publication date:
2010
Publisher:
Springer
Format:
Paperback
672 pages
Category:
Statistics
,
Education & Reference
FREE US shipping
Book details
ISBN-13:
9783642081071
ISBN-10:
364208107X
Author:
Eckhard Platen, Peter E. Kloeden
Publication date:
2010
Publisher:
Springer
Format:
Paperback
672 pages
Category:
Statistics
,
Education & Reference
Summary
Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability) (ISBN-13: 9783642081071 and ISBN-10: 364208107X), written by authors
Eckhard Platen, Peter E. Kloeden, was published by Springer in 2010.
With an overall rating of 4.5 stars, it's a notable title among other
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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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