Numerical Solution Of Stochastic Differential Equations

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Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations
Author :
Publisher : Springer Science & Business Media
Total Pages : 666
Release :
ISBN-10 : 9783662126165
ISBN-13 : 3662126168
Rating : 4/5 (168 Downloads)

Book Synopsis Numerical Solution of Stochastic Differential Equations by : Peter E. Kloeden

Download or read book Numerical Solution of Stochastic Differential Equations written by Peter E. Kloeden and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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