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

£92.65

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: 92.65 GBP
Availability: InStock

Engineering Physics

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Description

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. To help the reader develop an intuitive understanding and hands-on numerical skills, numerous exercises and PC-Exercises are included. The book is directed at a multi-disciplinary readership, consisting primarily of engineers, financial analysts, physicists and mathematicians developing numerical schemes for applications of SDEs, and also of researchers in other fields like biology, chemistry or economics who, with less mathematical background, wish to apply

Product Specifications

Brand: Springer
Format: paperback
ASIN: 364208107X
Category: Books > Subjects > Science, Nature & Maths > Engineering & Technology > Engineering Physics
Domain: Amazon UK
Release Date: 15 December 2010
Listed Since: 14 June 2010

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

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