Numerical Solution of Stochastic Differential Equations
Language: English
Published by Springer, Springer Vieweg Dez 2010, 2010
- Softcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
AbeBooks seller since January 23, 2017
Condition: New
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This item is printed on demand - Print on Demand Titel. Neuware -The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. To help the reader develop an intuitive understanding and hands-on numerical skills, numerous exercises and PC-Exercises are included. The book is directed at a multi-disciplinary readership, consisting primarily of engineers, financial analysts, physicists and mathematicians developing numerical schemes for applications of SDEs, and also of researchers in other fields like biology, chemistry or economics who, with less mathematical background, wish to applySpringer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 676 pp. Englisch.
Seller Inventory # 9783642081071
- Title
- Numerical Solution of Stochastic Differential Equations
- Author
- Peter E. Kloeden
- Publisher
- Springer, Springer Vieweg Dez 2010
- Publication year
- 2010
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 364208107X
- ISBN 13
- 9783642081071
- Item weight
- 1,007 grams
- Dimensions
- 235x155x37 mm
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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buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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