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Numerical Solution of Stochastic Differential Equations Stochastic Modelling and Applied Probabili
by [Kloeden, Peter E., Platen, Eckhard]
$144.61
Description
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
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Product Details
- Springer Brand
- Aug 6, 1992 Pub Date:
- 9783540540625 ISBN-13:
- 3540540628 ISBN-10:
- 636.0 pages Hardcover
- English Language
- 9.75 in * 1.5 in * 6.5 in Dimensions:
- 2 lb Weight:
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