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Book 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

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Numerical Solution of Stochastic Differential Equations
• Author: Peter E. Kloeden, Eckhard Platen
• Language: English
• Binding: Paperback
• Number of pages: 636
• EAN: 9783642081071
• ISBN: 364208107X
• ID: 01653163
• Publisher: Springer, Berlin
• Weight: 987 g
• Dimensions: 235 × 155 × 31 mm
• Date of publishing: 12. October 2010

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