Numerical solution of SDE through computer experiments.

• Main Author: Kloeden, Peter E.
• Other Authors: Platen, Eckhard, Schurz, Henri
• Format: Book
• Language: English
• Published: Berlin: Springer, 1994
• Series: Universitext
• Subjects: Stochastic differential equations > Numerical solutions; Stochastic partial differential equations > Numerical solutions; Applied mathematics; Statistical mathematics; Computer science; Computers; Economics; Engineering; Probability; Statistics; Textbooks; Στοχαστικές διαφορικές εξισώσεις
• Item Description: Bibliography: p.271-278. Includes a diskette.; With 55 figures and 1 floppy disk.; Περιέχει βιβλιογραφικές παραπομπές και ευρετήριο; Συνοδεύεται από μια δισκέτα
• Physical Description: ix, 292σ. : fig + 1 disc
• Bibliography: Includes references, subject index, list of PC-Exercises and frequently used notations.; Περιλαμβάνει βιβλιογραφίες και ευρετήριο.
• ISBN: 3540570748