Numerical Solution of SDE Through Computer Experiments (Universitext)

• Authors: Henri - Eckhard Platen - Henri Schurz - Peter Eris Kloeden - Kloeden - Peter E.; Platen - …
• ISBN 10: 3540570748
• ISBN 13: 9783540570745
• Release: January 31, 2003
• Format: Paperback (309 pages)
• List Price: $79.95
• More Details
  
  

  List Price: $79.95

  Tags: Computers & Internet, General,

  Book Description:
  This 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. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.

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