T�tulo: An Introduction to the Numerical Simulation of Stochastic Differential Equations
Editor: SIAM - Society for Industrial and Applied Mathematics
Fecha de publicaci�n: 2021
Idioma: Ingl�s
ISBN 10: 1611976421
ISBN 13: 9781611976427
Encuadernaci�n: Encuadernaci�n de tapa dura
Estado: New

Acerca de

Sinopsis

This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks.

Although introductory, the book covers a range of modern research topics, including It� versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks.

An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.

Acerca del autor

Desmond J. Higham is a Professor of Numerical Analysis in the School of Mathematics at the University of Edinburgh. His research interests include stochastic computation, network science, data science, and their applications to online technology and human behavior. He is a Fellow of the Royal Society of Edinburgh and of the Society for Industrial and Applied Mathematics (SIAM). In 2005, he was awarded the Dahlquist Prize from SIAM, and in 2020 he received the Shephard Prize from the London Mathematical Society. He serves as editor-in-chief of SIAM Review.

Peter E. Kloeden is retired Chair of Applied and Instrumental Mathematics at the Goethe University Frankfurt and is now a visiting researcher at the University of T�bingen. His research interests include analysis and numerics of random and nonautonomous systems and their applications. He is a Fellow of SIAM and was awarded the W. T. and Idalia Reid Prize from SIAM in 2006. In 2014, he received a Thousand Talents Award from the government of China. He serves as co-editor-in-chief of Discrete and Continuous Dynamical Systems, Series B.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

Hello! Ria Christie Collections is an online venture that was initially set up in 2012 to sell books. We do not have a physical high street store. We are professional online booksellers. We only sell brand new books in perfect condition that we source from various suppliers and the publishers. Primarily, our aim is to provide an excellent service to all our customers. We always work as a team to achieve this. Our other objectives are to: 1. Ensure that all our products reach their destination quickly in a safe and secure manner 2. Answer to all our customer queries within 24 hours 3. Ensure that our customers are happy with their purchases 4. Provide all the items at a competitive price 5. Always listen to our customers Ria Christie Collections is not a registered company. It is a Sole Trader venture. Other key information is shown below: Contact Person Name: Rakesh Luchmun (Mr) Storefront Name: Ria Christie Collections Place of Establishment Address: Suite B; ARUN House; ARUN Building Arundel Road Uxbridge UB8 2RR United Kingdom E-Mail Address: riachristie@hotmail.co.uk VAT Number: GB 160 5650 25 We always work hard and aim to comply with all of Abebooks Policies. If you have any issues, please do not hesitate to write to us whether before or after a purchase. We promise to reply to you promptly and, in any case, within 24 hours. Thank you kindly! Yours sincerely Mr Rakesh Luchmun (Founder) and the Ria Christie Collections Team

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

Ryefield Investments Limited
175 Pield Heath Road, Uxbridge, UB8 3NL, United Kingdom

Condiciones de venta y env�o

Condiciones de venta

All Returns and Refund are as per Abebooks policies.

Condiciones de env�o

Orders usually ship within 2 business days. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. Thank you!