Numerical Integration of Stochastic Differential Equations

Language: English

Published by Springer Netherlands, 1994

079233213X / 9780792332138

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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Introduction. 1: Mean-square approximation of solutions of systems of stochastic differential equations. 1. Theorem on the order of convergence (theorem on the relation between approximation on a finite interval and one-step approximation). 2. Methods .

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Title
Numerical Integration of Stochastic Differential Equations
Author
G.N. Milstein
Publisher
Springer Netherlands
Publication year
1994
Condition
New
Binding
Gebunden
Language
English
ISBN 10
079233213X
ISBN 13
9780792332138

moluna

Greven, Germany

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AbeBooks seller since July 9, 2020

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