Numerical Solution of Stochastic Differential Equations
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Book Overview
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
Format:Hardcover
Language:English
ISBN:0387540628
ISBN13:9780387540627
Release Date:January 1992
Publisher:Springer
Length:632 Pages
Weight:2.50 lbs.
Related Subjects
Business & Finance Math Mathematical Physics Mathematics Physics Science & Math Statistics TextbooksCustomer Reviews
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