Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

by Peter E. Kloeden
  • List Price: $109.99
  • ISBN-10: 3540540628
  • ISBN-13: 9783540540625
  • Edition: Corrected
  • Type: Hardcover
  • Publisher: Springer

About The Book

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book... Read more

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