Main image
Click to view image in fullscreen
![]()
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.
1 130,00 DH
Sur commande
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.
| ISBN / EAN | 9783540540625 |
|---|---|
| Auteur | Kloeden, Peter E. |
| Editeur | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |