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Numerical solution of SDE through computer experiments/ Peter E. Kloeden, Eckhard Platen and Henri Schurz

By: Kloeden, Peter EContributor(s): Platen, Eckhard | Schurz, HenriMaterial type: Text

TextPublication details: Berlin: Springer, 1997Description: xiv, 292 p. : ill. ; 24 cmISBN: 3540570748Subject(s): Numerical analysis | Stochastic differential equations--Numerical solutions | MathematicsDDC classification: 518

Contents:

Legal Matters -- Introduction -- Background on Probability and Statistics -- Stochastic Differential Equations -- Introduction to Discrete Time Approximation -- Strong Approximations -- Weak Approximations -- Applications -- References -- Subject Index -- List of PC-Exercises -- Frequently Used Notations.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	518 KLO/N (Browse shelf(Opens below))	Available		P25279

Total holds: 0

Legal Matters --
Introduction --
Background on Probability and Statistics --
Stochastic Differential Equations --
Introduction to Discrete Time Approximation --
Strong Approximations --
Weak Approximations --
Applications --
References --
Subject Index --
List of PC-Exercises --
Frequently Used Notations.

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