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Numerical Solution of Stochastic Differential Equations (Corrected 1992, Corr. 4th Printing 2011)

by Numerical Solution of Stochastic Differential Equations (Corrected 1992, Corr. 4th Printing 2011)

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Description

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.

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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Product Details

  • Springer Brand
  • Aug 6, 1992 Pub Date:
  • 3540540628 ISBN-10:
  • 9783540540625 ISBN-13:
  • English Language
  • 636.0 pages Hardcover
  • 9.75 in * 1.5 in * 6.5 in Dimensions:
  • 2 lb Weight: