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For seven years Mikey and I have been exploring a few pledges. We pledged to no longer make decisions based on money, to live from waste and from... Continue »

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The Good Life Lab: Radical Experiments in Hands-On Living
Wendy TremayneWendy Tremayne 9781612121017

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Other titles in the Stochastic Modelling and Applied Probability series:

Stochastic Modelling and Applied Probability #23: Numerical Solution of Stochastic Differential Equations

by Peter E. Kloeden

ISBN13: 9783642081071
ISBN10: 364208107x
Condition:
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Synopses & Reviews

Publisher Comments:

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

Synopsis:

"... 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

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Product Details

ISBN:: 9783642081071
Author:: Kloeden, Peter E.
Publisher:: Springer
Author:: Platen, Eckhard
Subject:: Statistics
Subject:: Stochastic differential equations
Subject:: Diffusion processes.
Subject:: numerical schemes
Subject:: Numerical solution
Subject:: stochastic Taylor expansion
Subject:: time-discrete approximations
Subject:: Probability Theory and Stochastic Processes
Subject:: Numerical analysis
Subject:: Analysis
Subject:: Statistics for Business/Economics/Mathematical Finance/Insurance
Subject:: Theoretical, Mathematical and Computational Physics
Subject:: Appl.Mathematics/Computational Methods of Engineering
Subject:: Appl.Mathematics/Computational Methods of Engineering The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. This book provide
Subject:: Mathematics | Probability and Statistics
Edition Description:: Softcover reprint of hardcover 1st ed. 1992
Series:: Stochastic Modelling and Applied Probability
Series Volume:: 23
Publication Date:: 20101201
Binding:: TRADE PAPER
Language:: English
Pages:: 672
Dimensions:: 235 x 155 mm 1005 gr

Related Subjects

Science and Mathematics » Mathematics » Analysis General
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Foundations and Logic
Science and Mathematics » Mathematics » Introduction
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

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