| 書(shū)目名稱 | Numerical Solution of SDE Through Computer Experiments |
| 編輯 | Peter E. Kloeden,Eckhard Platen,Henri Schurz |
| 視頻video | http://file.papertrans.cn/670/669216/669216.mp4 |
| 概述 | Complements the authors‘ previous book for readers needing less theoretical background information.Provides calculation models for concrete problems using SDE.This 2nd volume can be used quite indepen |
| 叢書(shū)名稱 | Universitext |
| 圖書(shū)封面 |  |
| 描述 | The numerical solution of stochastic differential equations is becoming an in- dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible by the much greater accessibility to high-powered computers at low-cost combined with the availability of new, effective higher order numerical schemes for stochastic dif- ferential equations. Many hitherto intractable problems can now be tackled successfully and more realistic modelling with stochastic differential equations undertaken. The aim of this book is to provide a computationally oriented introduction to the numerical solution of stochastic differential equations, using computer experiments to develop in the readers an ability to undertake numerical studies of stochastic differential equations that arise in their own disciplines and an understanding, intuitive at least, of the necessary theoretical background. It is related to, but can also be used independently of the monograph P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Applications o |
| 出版日期 | Textbook 1994 |
| 關(guān)鍵詞 | Computer Experiment; SDE; discrete time approximations; higher order numerical schemes; numerical simula |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-57913-4 |
| isbn_softcover | 978-3-540-57074-5 |
| isbn_ebook | 978-3-642-57913-4Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
| issn_series | 0172-5939 |
| copyright | Springer-Verlag Berlin Heidelberg 1994 |
|Archiver|手機(jī)版|小黑屋|
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