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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
Softcover reprint of the original 1st ed. 1992
ISBN
9783642081071
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
15.12.2010
Antall sider
636