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Numerical Solution of Stochastic Differential Equations - Stochastic Modelling and Applied Probability Peter E. Kloeden 1st Corrected ed. 1992, Corr. 4th printing 2011 edition
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Numerical Solution of Stochastic Differential Equations - Stochastic Modelling and Applied Probability
Peter E. Kloeden
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.
676 pages, 2 black & white illustrations, biography
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 6. august 1992 |
| Opprinelig utgitt | 2011 |
| ISBN13 | 9783540540625 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 636 |
| Mål | 166 × 244 × 43 mm · 1,12 kg |
| Språk | Tysk |
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