Numerical Solution of Stochastic Differential Equations / Najlacnejšie knihy
Numerical Solution of Stochastic Differential Equations

Code: 01565410

Numerical Solution of Stochastic Differential Equations

by Peter E. Kloeden, Eckhard Platen

§The book presents many new results on higher-order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besid ... more

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Book synopsis

§The book presents many new results on higher-order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods, the book offers the reader ready access to a large number of potential resarch problems in a field that is just beginning to expand rapidly and is widely applicable.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

154.90

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