Numerical Solution of SDE Through Computer Experiments

Name: Numerical Solution of SDE Through Computer Experiments
SKU: 2495065
Price: 171.99 AUD
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Paperback / softback

Series:

Universitext

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Description

The book provides an easily accessible computationally oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations in their own fields. Furthermore, it creates an intuitive understanding of the necessary theoretical background from stochastic and numeric analysis. The book is related to the more theoretical monograph P.E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, 1992, but can be independently used. It provides solutions to over 100 exercises used in this monograph to illustrate the theory. Corresponding Turbo Pascal programs are given on a floppy disk; furthermore commentaries on the programs and their use are carefully worked out in the book.

Release date Australia

December 20th, 1993

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Illustrations

XIV, 294 p.

Pages

294

Series

Universitext

Dimensions

156x234x16

ISBN-13

9783540570745

Product ID

2495065

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