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

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

 

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

Product Details

ISBN:
9783642081071
Author:
Kloeden, Peter E.
Publisher:
Springer
Author:
Platen, Eckhard
Location:
Berlin, Heidelberg
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
Subject:
Mathematics
Subject:
The Arts
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Subject:
Global analysis (Mathematics)
Subject:
Economics_xStatistics
Subject:
Engineering mathematics
Copyright:
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

Stochastic Modelling and Applied Probability #23: Numerical Solution of Stochastic Differential Equations New Trade Paper
0 stars - 0 reviews
$118.50 In Stock
Product details 672 pages Springer - English 9783642081071 Reviews:
"Synopsis" by , "... 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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