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Numerical Solution of SDE Through Computer Experiments (Universitext) [Paperback]

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Item description for Numerical Solution of SDE Through Computer Experiments (Universitext) by Peter Kloeden, Eckhard Platen & Henri Schurz...

The 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 in their own fields. Furthermore, it creates an intuitive understanding of the necessary theoretical background from stochastic and numeric analysis. A downloadable softward containing programs for over 100 problems is provided at each of the following homepages:

to enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.

The book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own filed.

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Item Specifications...

Pages   292
Est. Packaging Dimensions:   Length: 0.75" Width: 6.25" Height: 9.5"
Weight:   1.1 lbs.
Binding  Softcover
Release Date   Jan 31, 2003
Publisher   Springer
ISBN  3540570748  
ISBN13  9783540570745  

Availability  135 units.
Availability accurate as of Oct 23, 2016 02:30.
Usually ships within one to two business days from La Vergne, TN.
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More About Peter Kloeden, Eckhard Platen & Henri Schurz

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Product Categories

1Books > Special Features > New & Used Textbooks > Sciences > Mathematics > Statistics
2Books > Subjects > Computers & Internet > General
3Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
4Books > Subjects > Professional & Technical > Professional Science > Mathematics > Number Systems
5Books > Subjects > Science > General
6Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
7Books > Subjects > Science > Mathematics > Number Systems

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