Numerical solution of SDE through computer experiments / Peter E. Kloeden, Eckhard Platen, Henri Schurz.
Material type: TextSeries: UniversitextPublisher: Berlin ; New York : Springer, 2003Edition: Corrected 3rd printDescription: xiv, 292 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 3540570748
- 9783540570745
- Numerical solution of stochastic differential equations through computer experiments
- 519.2 21
- QA274.23 .K557 1997
Contents:
Preface -- Legal Matters -- Introduction -- Ch. 1. Background on Probability and Statistics -- Ch. 2. Stochastic Differential Equations -- Ch. 3. Introduction to Discrete Time Approximation -- Ch. 4. Strong Approximations -- Ch. 5. Weak Approximations -- Ch. 6. Applications -- References -- Subject Index -- List of PC-Exercises -- Frequently Used Notations.
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 519.2 KLO (Browse shelf(Opens below)) | 1 | Available | A326405B |
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Includes bibliographical references (pages 271-278) and index.
Preface -- Legal Matters -- Introduction -- Ch. 1. Background on Probability and Statistics -- Ch. 2. Stochastic Differential Equations -- Ch. 3. Introduction to Discrete Time Approximation -- Ch. 4. Strong Approximations -- Ch. 5. Weak Approximations -- Ch. 6. Applications -- References -- Subject Index -- List of PC-Exercises -- Frequently Used Notations.
Machine converted from AACR2 source record.
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