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 ...
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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.
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Add this copy of Numerical Solution of Stochastic Differential Equations to cart. $65.00, very good condition, Sold by Grey Matter Books rated 5.0 out of 5 stars, ships from Hadley, MA, UNITED STATES, published 2010 by Springer.
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2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
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English
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17375416662
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2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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Springer-Verlag Berlin and Heidelberg GmbH & Co. K
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2010
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English
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2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
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17634778569
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New. Stochastic Modelling and Applied Probability . XXXVI, 636 p. Intended for professional and scholarly audience. 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.
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2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
