This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
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This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
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Add this copy of Numerical Solution of Sde Through Computer Experiments to cart. $12.95, very good condition, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2002 by Springer.
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