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Numerical Solution of Stochastic Differential Equations - Stochastic Modelling and Applied Probability 1st Corrected ed. 1992, Corr. 4th printing 2011 edition
Peter E. Kloeden
Numerical Solution of Stochastic Differential Equations - Stochastic Modelling and Applied Probability 1st Corrected ed. 1992, Corr. 4th printing 2011 edition
Peter E. Kloeden
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.
676 pages, 2 black & white illustrations, biography
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | August 6, 1992 |
Original release date | 2011 |
ISBN13 | 9783540540625 |
Publishers | Springer-Verlag Berlin and Heidelberg Gm |
Pages | 636 |
Dimensions | 166 × 244 × 43 mm · 1.12 kg |
Language | German |
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