Numerical solution of stochastic differential equations
Auteur :
Kloeden, Peter E. / Platen, Eckhard
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783642081071
Date de publication :
15 déc. 2010
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
1021 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution.