Numerical Solution of Stochastic Differential Equations, Softcover reprint of the original 1st ed. 1992 Stochastic Modelling and Applied Probability Series, Vol. 23
Auteurs : Kloeden Peter E., Platen Eckhard
Date de parution : 12-2010
Ouvrage de 636 p.
15.5x23.5 cm
Date de parution : 08-1992
Ouvrage de 636 p.
15.5x23.5 cm
Thèmes de Numerical Solution of Stochastic Differential Equations :
Mots-clés :
Stochastic Processes; Stochastic calculus; Stochastic differential equations; Variance; calculus; diffusion processes; linear optimization; modeling; numerical analysis; numerical methods; numerical schemes; numerical solution; statistics; stochastic Taylor expansion; time-discrete approximations