Numerical Solution of SDE Through Computer Experiments (Universitext)

Numerical Solution of SDE Through Computer Experiments (Universitext)

by EckhardPlaten (Author), PeterErisKloeden (Author), HenriSchurz (Author)

Synopsis

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.

$63.95

Quantity

10 in stock

More Information

Format: Paperback
Pages: 292
Edition: 1st ed. 1994. Corr. 3rd printing
Publisher: Springer
Published: 20 Dec 1993

ISBN 10: 3540570748
ISBN 13: 9783540570745