Springer
Numerical Solution of Stochastic Differential Equations
Product Code:
9783540540625
ISBN13:
9783540540625
Condition:
New
$149.40
Numerical Solution of Stochastic Differential Equations
$149.40
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. To help the reader develop an intuitive understanding and hands-on numerical skills, numerous exercises and PC-Exercises are included. The book is directed at a multi-disciplinary readership, consisting primarily of engineers, financial analysts, physicists and mathematicians developing numerical schemes for applications of SDEs, and also of researchers in other fields like biology, chemistry or economics who, with less mathematical background, wish to apply
| Author: Peter E. Kloeden |
| Publisher: Springer |
| Publication Date: Aug 06, 1992 |
| Number of Pages: 636 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 3540540628 |
| ISBN-13: 9783540540625 |
Related Products
Sale 12%
