Numerical Solution Of Stochastic Differential Equations
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| Google books | books.google.com |
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| Originally published | 1992 |
| Authors | Eckhard Platen |
| Peter Kloeden | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 2114538 |
About Numerical Solution Of Stochastic Differential Equations
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. . . .
