<p>This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.</p>

Numerical Solution of SDE Through Computer Experiments (Universitext)

Science & Math

Platen, Eckhard

Kloeden, Peter Eris

Schurz, Henri

Mathematics

Springer

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Books by Kloeden, Peter Eris

See the best price to sell, buy, or rent books by Kloeden, Peter Eris. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Numerical Solution of SDE Through Computer Experiments (Universitext)