Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23) - Image 1

£90.03

Springer Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23)

Name: Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23)
Brand: Springer
Price: 90.03 GBP
Availability: InStock

Numbers

It has never been this cheap. We have no record of a lower price.

£90 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 48 days · 48 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 48 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £91 (23 days, 47.9%)

Price range: £90 - £92

Price levels: 3 different prices over 48 days

Description

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.

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3540540628
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Numbers
Domain: Amazon UK
Release Date: 06 August 1992
Listed Since: 22 January 2007

Barcode

No barcode data available

Springer Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Numerical Solution of Stochastic Differential Equations: 23 (Stochastic Modelling and Applied Probability, 23)

Numerical Solution of SDE Through Computer Experiments (Universitext)

Stochastic Numerics for Mathematical Physics: Enlarged and revised 2nd edition (Scientific Computation)

Stochastic Models In The Life Sciences And Their Methods Of Analysis

Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

Stochastic Partial Differential Equations: An Introduction (Universitext)

Backward Stochastic Differential Equations: From Linear to Fully Nonlinear Theory: 86 (Probability Theory and Stochastic Modelling, 86)

Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications: Edinburgh, July 2017 Selected, Revised and Extended Contributions: 289 (Springer Proceedings in Mathematics & Statistics, 289)

Applied Stochastic Differential Equations: 10 (Institute of Mathematical Statistics Textbooks, Series Number 10)

Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference

Stochastic Numerics for Mathematical Physics (Scientific Computation)

Noise-Induced Phenomena in Slow-Fast Dynamical Systems: A Sample-Paths Approach (Probability and Its Applications)

Numerical Integration of Stochastic Differential Equations: 313 (Mathematics and Its Applications, 313)

A Course on Rough Paths: With an Introduction to Regularity Structures (Universitext)

An Introduction to Stochastic Modeling

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering

Theory of Stochastic Differential Equations with Jumps and Applications: Mathematical and Analytical Techniques with Applications to Engineering

Stochastic Calculus in Infinite Dimensions and SPDEs (SpringerBriefs in Mathematics)

Stochastic Partial Differential Equations (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)

Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations: 23 (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)

Stochastic Equations in Infinite Dimensions: 152 (Encyclopedia of Mathematics and its Applications, Series Number 152)