Numerical solution of stochastic differential equations

Numerical solution of stochastic differential equations

This is a computer experimental introduction to the numerical solution of stochastic differential equations. A floppy disk containing Turbo Pascal programs for over 100 problems is provided to enable the reader to develop an intuitive understanding of the issues involved

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Bibliographic Details
Main Authors : Kloeden Peter E. (Auteur), Platen Eckhard (Auteur)
Format : Book
Language : anglais
Title statement : Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen
Edition : Corrected 3rd printing
Published : Berlin, New York : Springer , 1999
Physical Description : 1 vol. (XXXVI-636 p.)
Series : Applications of mathematics ; 23
Subjects :
Statistiques
Équations différentielles stochastiques > Solutions numériques
Processus stochastiques
Analyse numérique
Équations différentielles
Probabilités

Bib. CRDM (Mathématiques)

Holdings details from Bib. CRDM (Mathématiques)
Location Call Number Loan type Status
Bibliothèque 60C160 Prêt sans prolongation Available
Bibliothèque 60C160 Prêt sans prolongation Available