Universitext

By: Peter Eris Kloeden, Eckhard Platen, Henri Schurz

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Paperback | 12 December 2002 | Edition Number 2

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316 Pages

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24.13 x 15.88 x 1.91

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The 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 in their own fields. Furthermore, it creates an intuitive understanding of the necessary theoretical background from stochastic and numeric analysis. The book is related to the more theoretical monograph P.E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, 1992, but can be independently used. It provides solutions to over 100 exercises used in this monograph to illustrate the theory. Corresponding Turbo Pascal programs are given on a floppy disk; furthermore commentaries on the programs and their use are carefully worked out in the book.

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You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Stochastics Calculus & Mathematical Analysis Differential Calculus & Equations Computing & I.T.Computer Science Mathematical Theory of Computation Probability & Statistics Information Technology General Issue Numerical Analysis

Cycles algFbriques de torsion et K-thForie algFbrique
Lectures on the approach to Iwasawa theory for Hasse-Weil L-functions
Applications of arithmetic algebraic geometry to diophantine approximations
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Universitext

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