An Introduction to the Numerical Simulation of Stochastic Differential Equations
Higham, Desmond J., Kloeden, Peter E.
Omschrijving
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. The book presents an outline of the underlying convergence and stability theory while avoiding technical details.
Ik heb een vraag over het boek: ‘An Introduction to the Numerical Simulation of Stochastic Differential Equations - Higham, Desmond J., Kloeden, Peter E.’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.