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. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an ...
Read More
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. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems.
Read Less
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $31.93, good condition, Sold by 2nd Life Books rated 5.0 out of 5 stars, ships from Burlington, NJ, UNITED STATES, published 1992 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Used book in good condition. May have some wear to binding spine cover and pages. Some light highlighting markings writing may be present. May have some stickers and or sticker residue present. May be Ex-lib. copy. May NOT include discs or access code or other supplemental material. We ship Monday-Saturday and respond to inquiries within 24 hours.
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $35.95, good condition, Sold by Zoom Books East rated 3.0 out of 5 stars, ships from Glendale Heights, IL, UNITED STATES, published 1992 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Book is in very good condition and may include minimal underlining highlighting. The book can also include From the library of labels. May not contain miscellaneous items toys dvds etc. We offer 100% money back guarantee and 24 7 customer service.
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $36.44, good condition, Sold by Goodwill Books rated 5.0 out of 5 stars, ships from Hillsboro, OR, UNITED STATES, published 1992 by Springer.
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $53.22, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1992 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1150grams, ISBN: 9783540540625.
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $76.74, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1992 by Springer.
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $106.73, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1992 by Springer.
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $127.24, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1992 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 636 p. Stochastic Modelling and Applied Probability, 23. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $131.49, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1992 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 636 p. Stochastic Modelling and Applied Probability, 23. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
