by EckhardPlaten (Author), PeterErisKloeden (Author), HenriSchurz (Author)
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.
Format: Paperback
Pages: 292
Edition: 1st ed. 1994. Corr. 3rd printing
Publisher: Springer
Published: 20 Dec 1993
ISBN 10: 3540570748
ISBN 13: 9783540570745