Numerical Solution of Stochastic Differential Equations PDF ePub eBook

Books Info:

Numerical Solution of Stochastic Differential Equations free pdf The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE and then applications as well as the numerical methods for dealing with them. To help the reader develop an intuitive understanding and hand-on numerical skills, numerous exercises including PC-exercises are included.

About Peter E. Kloeden

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Details Book

Author : Peter E. Kloeden
Publisher : Springer-Verlag Berlin and Heidelberg GmbH
Data Published : 01 August 1992
ISBN : 3540540628
EAN : 9783540540625
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 676 pages
Age + : 15 years
Language : English
Rating :

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