Numerical Solution of Stochastic Differential Equations
Peter E Kloeden author Eckhard Platen author
Format:Hardback
Publisher:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Published:15th Jun '11
Currently unavailable, and unfortunately no date known when it will be back
This hardback is available in another edition too:
- Paperback£109.99(9783642081071)
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
"... 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. This was not an easy task... Their exposition stresses clarity, not formality - a very welcome approach." ZAMP
ISBN: 9783540540625
Dimensions: unknown
Weight: 2460g
636 pages
1st Corrected ed. 1992, Corr. 4th printing 2011