Numerical Solution of Stochastic Differential Equations PDF ePub eBook

Books Info:

Numerical Solution of Stochastic Differential Equations free pdf 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

About Peter E. Kloeden

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Details Book

Author : Peter E. Kloeden
Publisher : Springer-Verlag Berlin and Heidelberg GmbH
Data Published : 01 December 2010
ISBN : 364208107X
EAN : 9783642081071
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 676 pages
Age + : 15 years
Language : English
Rating :

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