Numerical Solution of Sde Through Computer Experiments

by Eckhard Platen, Peter Eris Kloeden, Henri Schurz

This is a computer experimental introduction to the numerical solution of stochastic differential equations. A floppy disk containing Turbo Pascal programs for over 100 problems is provided to enable the reader to develop an intuitive understanding of the issues involved.

• Format: Paperback
• Language: English
• ISBN: B0050X4XL4
• ISBN13: 9783540570745
• Release Date: December 1993
• Publisher: Springer
• Length: 294 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.7" x 6.1" x 9.5"