Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations by Peter E. Kloeden, Eckhard Platen.

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, in both theory and applications...

Full description

Saved in:
Bibliographic Details
Main Authors: Kloeden, Peter E. (Author), Platen, Eckhard (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1992.
Edition:1st ed. 1992.
Series:Stochastic Modelling and Applied Probability, 23
Springer eBook Collection.
Subjects:
Probabilities.
Mathematical analysis.
Analysis (Mathematics).
Numerical analysis.
Statistics .
Mathematical physics.
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Login for hold information

‌

Click to view e-book

Online

Holdings details from Online
Call Number: E-Book
Copy 1 Available

Similar Items