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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: R3,859
Discovery Miles 38 590
Repayment Terms: R362 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 R3,859 Discovery Miles 38 590 | Repayment Terms: R362 pm x 12*

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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
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LSN: 3-540-54062-8
Barcode: 9783540540625

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