| 書目名稱 | Numerical Solution of Stochastic Differential Equations |
| 編輯 | Peter E. Kloeden,Eckhard Platen |
| 視頻video | http://file.papertrans.cn/670/669217/669217.mp4 |
| 概述 | The book is interdisciplinary in its appoach and orientation.It places equal emphasis on both theory and applications.Besides serving as a basic text on stochastic differential equations it derives an |
| 叢書名稱 | Stochastic Modelling and Applied Probability |
| 圖書封面 |  |
| 描述 | The aim of this book is to provide an accessible introduction to stochastic differ- ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de- velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems. |
| 出版日期 | Book 1992 |
| 關鍵詞 | Stochastic Processes; Stochastic calculus; Stochastic differential equations; Variance; calculus; diffusi |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-662-12616-5 |
| isbn_softcover | 978-3-642-08107-1 |
| isbn_ebook | 978-3-662-12616-5Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag Berlin Heidelberg 1992 |
|Archiver|手機版|小黑屋|
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