Desmond J. Higham,Peter E. Kloeden
Introduction to the Numerical Simulation of Stochastic Differential Equations
Introduction to the Numerical Simulation of Stochastic Differential Equations
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Format: Hardback
Length: 289 pages
Publication date: 30 January 2021
Publisher: Society for Industrial & Applied Mathematics,U.S.
Provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. The book presents an outline of the underlying convergence and stability theory while avoiding technical details.
Weight: 786g
Dimension: 186 x 264 x 24 (mm)
ISBN-13: 9781611976427
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