Science & Math | Mathematics

Numerical Solution of Sde Through Computer Experiments

by Peter Eris Kloeden

2020-05-28 14:06:11

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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 stocha... Read more
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. Less

Book Details

File size9.46x6.1x0.73inches
Print pages294
PublisherSpringer
Publication date December 1, 2002
LanguageEnglish
ISBN9783540570745
autor-image
Peter Eris Kloeden
Author
...

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