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Study Numerical Solution of SDE Through Computer Experiments

Posted on 2010-03-16




Name:Study Numerical Solution of SDE Through Computer Experiments
ASIN/ISBN:3540570748
Language:English
File size:3.13 Mb
Publisher: Springer
ISBN: 3540570748
Publish Date: edition 2007
Pages: 292 pages
File Size: 3,13 mb
Other Info: DJVU
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Numerical Solution of SDE Through Computer Experiments

& 8220;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.& 8221;



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