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Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations

Book (01 Jan 1992)

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Publisher's Synopsis

Provides an introduction to stochastic calculus and stochastic differential equations, in both theory and applications, emphasizing the numerical methods needed to solve such equations. Serves as a basic text and offers access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicab

Book information

ISBN: 9780387540627
Publisher: Springer-Verlag
Imprint: Springer-Verlag
Pub date:
DEWEY: 519.2
DEWEY edition: 20
Language: English
Number of pages: 632
Weight: 1133g
Height: 241mm
Width: 165mm
Spine width: 44mm