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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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| Auteurs principaux : | , |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen |
| Édition : | Corrected 3rd printing |
| Publié : |
Berlin, New York :
Springer
, 1999 |
| Description matérielle : | 1 vol. (XXXVI-636 p.) |
| Collection : | Applications of mathematics ; 23 |
| Sujets : |
| Résumé : | 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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| Historique des publications : | Autre tirage : 2010 |
| Bibliographie : | Bibliogr. p. 599-628. Index |
| ISBN : | 978-3-540-54062-5 978-3-642-08107-1 0-387-54062-8 3-540-54062-8 |