Numerical Solution Of Sde Through Computer Experiments (universitext)
Kloeden, Peter; Platen, Eckhard; Schurz, Henri
Language: English
Published by Springer Verlag, 2016
Series: Book 134 of 261 - Universitext
- Softcover
- New
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- Title
- Numerical Solution Of Sde Through Computer Experiments (universitext)
- Author
- Kloeden, Peter; Platen, Eckhard; Schurz, Henri
- Publisher
- Springer Verlag
- Publication year
- 2016
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0387570748
- ISBN 13
- 9780387570747
- Series
- Book 134 of 261: Universitext
"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 the title" may belong to another edition of this title.
Romtrade Corp.
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