Overview
- The book is interdisciplinary in its appoach and orientation
- It places equal emphasis on both theory and applications
- Besides serving as a basic text on stochastic differential equations it derives and discusses the numerical methods needed to solve such equations
- Includes supplementary material: sn.pub/extras
Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 23)
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Keywords
Table of contents (17 chapters)
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Stochastic Differential Equations
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Applications of Stochastic Differential Equations
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Authors and Affiliations
Bibliographic Information
Book Title: Numerical Solution of Stochastic Differential Equations
Authors: Peter E. Kloeden, Eckhard Platen
Series Title: Stochastic Modelling and Applied Probability
DOI: https://doi.org/10.1007/978-3-662-12616-5
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1992
Hardcover ISBN: 978-3-540-54062-5Published: 06 August 1992
Softcover ISBN: 978-3-642-08107-1Published: 15 December 2010
eBook ISBN: 978-3-662-12616-5Published: 17 April 2013
Series ISSN: 0172-4568
Series E-ISSN: 2197-439X
Edition Number: 1
Number of Pages: XXXVI, 636
Topics: Probability Theory and Stochastic Processes, Analysis, Numerical Analysis, Statistics for Business, Management, Economics, Finance, Insurance, Theoretical, Mathematical and Computational Physics, Mathematical and Computational Engineering