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Statistical Methods for Quality Assurance: Basics, Measurement, Control, Capability, and Improvement (Universitext) - Softcover
Synopsis
Intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own field. Paper. 3.5 inch disk included.
"synopsis" may belong to another edition of this title.
From the Back Cover
This is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided at one of the following homepages:
http://www.math.uni-frankfurt.de/numerik/kloeden/
http://www.business.uts.edu.au/finance/staff/eckard.html
http://www.math.siu.edu/schurz/SOFTWARE/
to enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.
The book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own field. It can also be used as an introductory textbook for upper-level undergraduate or graduate students in engineering, physics and economics.
"About this title" may belong to another edition of this title.
- PublisherSpringer Verlag
- Publication date1997
- ISBN 10 0387570748
- ISBN 13 9780387570747
- BindingPaperback
- LanguageEnglish
- Number of pages452
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Statistical Methods for Quality Assurance: Basics, Measurement, Control, Capability, and Improvement (Universitext)
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