Numerical Solution of Stochastic Differential Equations
Eckhard Platen, Peter E. Kloeden
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
149,95 €On orderDelivery: 2-3 weeks
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution.
- ISBN-13
- 9783642081071
- ISBN-10
- 364208107X
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2010
- Publication date
- 2010-12-15
- Pages
- 636
- Dimensions
- 234x156x31
- Weight
- 962