Numerical Solution of SDE Through Computer Experiments (Universitext)
ISBN-13:
9783540570745
ISBN-10:
3540570748
Edition:
1994. Corr. 3rd
Author:
Eckhard Platen, Peter Eris Kloeden, Henri Schurz
Publication date:
1993
Publisher:
Springer
Format:
Paperback
308 pages
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Book details
ISBN-13:
9783540570745
ISBN-10:
3540570748
Edition:
1994. Corr. 3rd
Author:
Eckhard Platen, Peter Eris Kloeden, Henri Schurz
Publication date:
1993
Publisher:
Springer
Format:
Paperback
308 pages
Summary
Numerical Solution of SDE Through Computer Experiments (Universitext) (ISBN-13: 9783540570745 and ISBN-10: 3540570748), written by authors
Eckhard Platen, Peter Eris Kloeden, Henri Schurz, was published by Springer in 1993.
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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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