[PDF.64im] Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

[PDF.tn49] Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

Numerical Solution of Stochastic  Peter E. Kloeden, Eckhard Platen epub
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 | #981296 in Books |  1992-08 | Original language:English | PDF # 1 |  9.21 x1.50 x6.14l,2.46 | File type: PDF | 636 pages

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||2 of 2 people found the following review helpful.| Extensive material, but lots of boring stuff|By Luke|This book covers a lot of stuff about simulation of SDEs. It includes descriptions of various higher-order techniques, something you won't find elsewhere but can be useful for programmers looking to tune their implementations. However, despite the vast amount of material in this book, it's pretty dry. The practicality of d| |"... the authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible. This was not an easy task... Their exposition stresses clarity, not formal

The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations.

From the reviews:

"The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language ...

You can specify the type of files you want, for your gadget.Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)   |  Peter E. Kloeden, Eckhard Platen.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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