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Numerical Solution of Stochastic Differential Equations
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Numerical Solution of Stochastic Differential Equations

The aim of this book is to provide an accessible introduction to stochastic differ­ ential equations and their applications together with a systematic presentation of methods available for their numerical solution.
Opplag
1st Corrected ed. 1992, Corr. 4th printing
ISBN
9783540540625
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
6.8.1992
Antall sider
636