| Title:
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NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS
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| By: |
Peter E. Kloeden, Eckhard Platen |
| Format: |
Paperback |
| List price:
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£109.99 |
| Our price: |
£96.24 |
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£13.75 |
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| ISBN 10: |
364208107X |
| ISBN 13: |
9783642081071 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| Stock: |
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| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
1 December, 2010 |
| Edition: |
Softcover reprint of the original 1st ed. 1992 |
| Series: |
Stochastic Modelling and Applied Probability 23 |
| Pages: |
636 |
| Description: |
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. |
| Synopsis: |
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 |
| Illustrations: |
XXXVI, 636 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |