Numerical Solution of Stochastic Differential Equations (1992) (Stochastic Modelling and Applied Probability #23)
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- Synopsis
- 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
- Copyright:
- 1992
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783662126165
- Related ISBNs:
- 9783540540625
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 08/13/22
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Technology, Earth Sciences, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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