Numerical Solution of SDE Through Computer Experiments (Paperback, 1st ed. 1994. Corr. 3rd printing 2002)

The book provides an easily accessible computationally oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations in their own fields. Furthermore, it creates an intuitive understanding of the necessary theoretical background from stochastic and numeric analysis. The book is related to the more theoretical monograph P.E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, 1992, but can be independently used. It provides solutions to over 100 exercises used in this monograph to illustrate the theory. Corresponding Turbo Pascal programs are given on a floppy disk; furthermore commentaries on the programs and their use are carefully worked out in the book.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Universitext
Release date:	December 2002
First published:	December 2002
Authors:	Peter Eris Kloeden • Eckhard Platen • Henri Schurz
Dimensions:	235 x 155 x 18mm (L x W x T)
Format:	Paperback
Pages:	294
Edition:	1st ed. 1994. Corr. 3rd printing 2002
ISBN-13:	978-3-540-57074-5
Categories:	Books > Computing & IT > General theory of computing > Mathematical theory of computation Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	3-540-57074-8
Barcode:	9783540570745

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