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Detalles bibliogr�ficos

T�tulo

Numerical Solution of SDE Through Computer Experiments (Universitext)

Editor

Springer

Fecha de publicaci�n

1993

Idioma

Ingl�s

ISBN 10

3540570748

ISBN 13

9783540570745

Encuadernaci�n

Encuadernaci�n de tapa blanda

Edici�n

3� Edici�n

Estado

Good

Cat�logos de vendedores

Acerca de

Sinopsis

This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.

De la contraportada

This is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided at one of the following homepages:

http://www.math.uni-frankfurt.de/numerik/kloeden/

http://www.business.uts.edu.au/finance/staff/eckard.html

http://www.math.siu.edu/schurz/SOFTWARE/

to enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.

The book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own field. It can also be used as an introductory textbook for upper-level undergraduate or graduate students in engineering, physics and economics.

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Informaci�n empresarial del vendedor

Kuleli LLC
501 N 37th Dr, Ste 102, Phoenix, AZ, 85009, U.S.A.

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