Title: Numerical Solution of Stochastic Differential Equations (Applications of Mathematics)
Publisher: Springer Verlag
Publication Date: 1992
Language: English
ISBN 10: 0387540628
ISBN 13: 9780387540627
Binding: Hardcover
Condition: good

About this title

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

Review

"... 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. This was not an easy task... Their exposition stresses clarity, not formality - a very welcome approach." ZAMP

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