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
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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
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Stochastic Modelling and Applied Probability, 23 |
Release date | December 2010 |
Availability | Expected to ship within 9 - 15 working days |
First published | 1992 |
Authors | Peter E. Kloeden, Eckhard Platen |
Dimensions | 235 x 155 x 31mm (L x W x T) |
Format | Paperback |
Pages | 636 |
Edition | Softcover reprint of the original 1st ed. 1992 |
ISBN-13 | 978-3-642-08107-1 |
Barcode | 9783642081071 |
Categories | |
LSN | 3-642-08107-X |