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

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

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

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.

From the reviews:

The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible. --ZAMP

$126.55

Quantity

10 in stock

More Information

Format: Paperback
Pages: 672
Edition: Softcover reprint of hardcover 1st ed. 1992
Publisher: Springer
Published: 15 Dec 2010

ISBN 10: 364208107X
ISBN 13: 9783642081071
Book Overview: Springer Book Archives

Media Reviews
... the authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible. This was not an easy task... Their exposition stresses clarity, not formality - a very welcome approach. ZAMP