Numerical solution of SDE through computer experiments / Peter E. Kloeden, Eckhard Platen and Henri Schurz.

By:

Kloeden, Peter E

Contributor(s):

Material type: Text

TextSeries: UniversitextPublication details: Berlin ; New York : Springer-Verlag, c1994.Description: xiv, 292 p. : ill. ; 24 cmISBN:

3540570748

Subject(s):

Stochastic differential equations -- Numerical solutions -- Data processing

DDC classification:

519.2 23 K66

Contents:

1: Background on Probability and Statistics.- 2: Stochastic Differential Equations.- 3: Introduction to Discrete Time Approximation.- 4: Strong Approximations.- 5: Weak Approximations.- 6: Applications.- References-- Subject Index-- List of PC-exercises-- Frequently used notations.

Summary: A computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It aims to develop in the reader an ability to apply numerical methods solving stochastic differential equations.

Tags from this library: No tags from this library for this title. Log in to add tags.

Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	519.2 K66 (Browse shelf(Opens below))	Available		C26323

Total holds: 0

Browsing ISI Library, Kolkata shelves Close shelf browser (Hides shelf browser)

Previous		No cover image available	No cover image available		No cover image available			Next
Previous	519.2 K64 Probability theory : a comprehensive course /	519.2 K66 Numerical solution of SDE through computer experiments	519.2 K66 Numerical solution of SDE through computer experiments	519.2 K66 Numerical solution of SDE through computer experiments /	519.2 K68 Probability and induction	519.2 K69 Essentials of Brownian motion and diffusion	519.2 K69 Essentials of Brownian motion and diffusion	Next

Includes bibliographical references and index.

1: Background on Probability and Statistics.-
2: Stochastic Differential Equations.-
3: Introduction to Discrete Time Approximation.-
4: Strong Approximations.-
5: Weak Approximations.-
6: Applications.-

References--
Subject Index--
List of PC-exercises--
Frequently used notations.

A computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It aims to develop in the reader an ability to apply numerical methods solving stochastic differential equations.

There are no comments on this title.

to post a comment.

Place hold
Print
Add to your cart (remove)
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com)