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Numerical Solution of Stochastic Differential Equations (Softcover Reprint of the Original 1st 1992)

by Numerical Solution of Stochastic Differential Equations (Softcover Reprint of the Original 1st 1992)

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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
  • Dec 15, 2010 Pub Date:
  • 364208107X ISBN-10:
  • 9783642081071 ISBN-13:
  • 672.0 pages Paperback
  • English Language
  • 9.25 in * 1.53 in * 6.1 in Dimensions:
  • 2 lb Weight: