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Item Details
Title: INTRODUCTION TO THE NUMERICAL SIMULATION OF STOCHASTIC DIFFERENTIAL EQUATIONS
By: Desmond J. Higham
Format: Hardback

List price: £86.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 1611976421
ISBN 13: 9781611976427
Publisher: SOCIETY FOR INDUSTRIAL & APPLIED MATHEMATICS,U.S.
Pub. date: 30 January, 2021
Pages: 289
Returns: Returnable
Some other items by this author:
AN INTRODUCTION TO FINANCIAL OPTION VALUATION (PB)
CHAOTIC NUMERICS (PB)
FROM ELEMENTARY PROBABILITY TO STOCHASTIC DIFFERENTIAL EQUATIONS WITH MAPLE (R) (PB)
LEARNING LATEX (PB)
LEARNING LATEX (PB)
MATLAB GUIDE (HB)
MATLAB GUIDE (HB)
MATLAB GUIDE (HB)
MATLAB GUIDE (PB)
METRIC SPACES OF FUZZY SETS: THEORY AND APPLICATIONS (HB)
NETWORK SCIENCE (HB)
NETWORK SCIENCE (PB)
NONAUTONOMOUS DYNAMICAL SYSTEMS (HB)
NONAUTONOMOUS DYNAMICAL SYSTEMS IN THE LIFE SCIENCES (PB)
NUMERICAL METHODS FOR ORDINARY DIFFERENTIAL EQUATIONS (PB)
NUMERICAL SOLUTION OF SDE THROUGH COMPUTER EXPERIMENTS (PB)
NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS (HB)
NUMERICAL SOLUTION OF STOCHASTIC DIFFERENTIAL EQUATIONS (PB)
RANDOM ORDINARY DIFFERENTIAL EQUATIONS AND THEIR NUMERICAL SOLUTION (HB)
RECENT DEVELOPMENTS IN COMPUTATIONAL FINANCE: FOUNDATIONS, ALGORITHMS AND APPLICATIONS (HB)
STABILITY AND BIFURCATION THEORY FOR NON-AUTONOMOUS DIFFERENTIAL EQUATIONS (PB)
TAYLOR APPROXIMATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (PB)



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