Numerical Solution of Stochastic Differential Equations

Name: Numerical Solution of Stochastic Differential Equations
Brand: Springer, Berlin
SKU: 9783642081071
Price: 3140 CZK
Availability: InStock

Autor: Peter E. Kloeden, Eckhard Platen

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer, Berlin

Dostupnost: Skladem u dodavatele

Odesíláme za 5-8 dnů

3 140 Kč

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that o...

Informace o knize

Autor

Peter E. Kloeden, Eckhard Platen

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2010

Stránek

636

EAN

9783642081071

ISBN

364208107X

Enbook ID

01653163

Vydavatel

Springer, Berlin

Hmotnost

987

Rozměry

155 x 235 x 31

Kompletní popis

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

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