Numerical Integration Of Stochastic Differential Equations
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Language: en
Pages: 178
Pages: 178
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media
This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamen
Language: en
Pages: 666
Pages: 666
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
Language: en
Pages: 391
Pages: 391
Type: BOOK - Published: 2017-09-01 - Publisher: Springer
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi
Language: en
Pages: 327
Pages: 327
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Language: en
Pages: 430
Pages: 430
Type: BOOK - Published: 2013-12-21 - Publisher: Springer
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts
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