Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen
| Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen |
| Autore | Kloeden, Peter E. |
| Pubbl/distr/stampa | Berlin, : Springer, 1992 |
| Descrizione fisica | XXXVI, 636 p. : ill. ; 24 cm |
| Altri autori (Persone) | Platen, Eckhard |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] |
| Soggetto non controllato |
Calculus
Diffusion Processes Linear optimization Modeling Numerical Analysis Numerical methods Numerical solutions Statistics Stochastic Calculus Stochastic Taylor expansions Stochastic differential equations Stochastic processes Time-discrete approximations Variance numerical schemes |
| ISBN | 978-35-405-4062-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00065549 |
Kloeden, Peter E.
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| Berlin, : Springer, 1992 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Numerical Solution of Stochastic Differential Equations / Peter E. Kloeden, Eckhard Platen
| Numerical Solution of Stochastic Differential Equations / Peter E. Kloeden, Eckhard Platen |
| Autore | Kloeden, Peter E. |
| Edizione | [Corr. 3. print] |
| Pubbl/distr/stampa | Berlin, : Springer, 1992 [stampa 1999] |
| Descrizione fisica | xxxvi, 636 p. : ill. ; 24 cm |
| Altri autori (Persone) | Platen, Eckhard |
| Soggetto topico |
60H10 - Stochastic ordinary differential equations [MSC 2020]
65C05 - Monte Carlo methods [MSC 2020] |
| Soggetto non controllato |
Calculus
Diffusion Processes Linear optimization Modeling Numerical Analysis Numerical methods Numerical solutions Statistics Stochastic Calculus Stochastic Taylor expansions Stochastic differential equations Stochastic processes Time-discrete approximations Variance numerical schemes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00289513 |
Kloeden, Peter E.
|
||
| Berlin, : Springer, 1992 [stampa 1999] | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||