9783540570745-3540570748-Numerical Solution of SDE Through Computer Experiments (Universitext)

Numerical Solution of SDE Through Computer Experiments (Universitext)

ISBN-13: 9783540570745
ISBN-10: 3540570748
Author: Kloeden, Peter Eris, Platen, Eckhard, Schurz, Henri
Publication date: 1993
Publisher: Springer
Format: Paperback 308 pages
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Book details

ISBN-13: 9783540570745
ISBN-10: 3540570748
Author: Kloeden, Peter Eris, Platen, Eckhard, Schurz, Henri
Publication date: 1993
Publisher: Springer
Format: Paperback 308 pages

Summary

Acknowledged authors Kloeden, Peter Eris, Platen, Eckhard, Schurz, Henri wrote Numerical Solution of SDE Through Computer Experiments (Universitext) comprising 308 pages back in 1993. Textbook and eTextbook are published under ISBN 3540570748 and 9783540570745. Since then Numerical Solution of SDE Through Computer Experiments (Universitext) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.

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