Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

by PeterE.Kloeden (Author), EckhardPlaten (Author)

New
Hardcover
1992
$159.55

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.

Synopsis

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.

$159.55

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 636
Edition: 1st ed. 1992. Corr. 4th printing
Publisher: Springer
Published: 06 Aug 1992
ISBN 10: 3540540628
ISBN 13: 9783540540625

Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

New

$159.55

Synopsis

$159.55

More Information