Numerical Solution of Stochastic Differential Equations - Stochastic Modelling and Applied Probability - Peter E. Kloeden - Bøger - Springer-Verlag Berlin and Heidelberg Gm - 9783540540625 - 6. august 1992
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Numerical Solution of Stochastic Differential Equations - Stochastic Modelling and Applied Probability 1st Corrected ed. 1992, Corr. 4th printing 2011 edition

Peter E. Kloeden

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Numerical Solution of Stochastic Differential Equations - Stochastic Modelling and Applied Probability 1st Corrected ed. 1992, Corr. 4th printing 2011 edition

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.


676 pages, 2 black & white illustrations, biography

Medie Bøger     Hardcover bog   (Bog med hård ryg og stift omslag)
Udgivet 6. august 1992
Oprindeligt udgivet 2011
ISBN13 9783540540625
Forlag Springer-Verlag Berlin and Heidelberg Gm
Antal sider 636
Mål 166 × 244 × 43 mm   ·   1,12 kg
Sprog Tysk  

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