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