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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

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Numerical Solution of Stochastic Differential Equations (Hardcover, 1st Corrected ed. 1992, Corr. 4th printing 2011) Loot Price: R4,109

Discovery Miles 41 090

Repayment Terms: R385 pm x 12*

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Numerical Solution of Stochastic Differential Equations (Hardcover, 1st Corrected ed. 1992, Corr. 4th printing 2011): Peter E....

Numerical Solution of Stochastic Differential Equations (Hardcover, 1st Corrected ed. 1992, Corr. 4th printing 2011)

Peter E. Kloeden, Eckhard Platen

Series: Stochastic Modelling and Applied Probability, 23

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Loot Price R4,109 Discovery Miles 41 090 | Repayment Terms: R385 pm x 12*

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Customer Reviews

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

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Stochastic Modelling and Applied Probability, 23
Release date:	June 2011
First published:	June 2011
Authors:	Peter E. Kloeden • Eckhard Platen
Dimensions:	235 x 155 x 43mm (L x W x T)
Format:	Hardcover
Pages:	636
Edition:	1st Corrected ed. 1992, Corr. 4th printing 2011
ISBN-13:	978-3-540-54062-5
Categories:	Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	3-540-54062-8
Barcode:	9783540540625