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Numerical solution of stochastic differential equations Book

Numerical solution of stochastic differential equations
Numerical solution of stochastic differential equations, , Numerical solution of stochastic differential equations has a rating of 4 stars
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Numerical solution of stochastic differential equations, , Numerical solution of stochastic differential equations
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  • Numerical solution of stochastic differential equations
  • Written by author Kloeden, Peter E.;Platen
  • Published by Berlin ; Springer-Verlag, c1992., 1992
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The numerical analysis of shastic 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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