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Numerical Solution of SDE Through Computer Experiments

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 132/5 ( reviews)

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Book Synopsis Numerical Solution of SDE Through Computer Experiments by : Peter Eris Kloeden

Download or read book Numerical Solution of SDE Through Computer Experiments written by Peter Eris Kloeden. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Numerical Solution of SDE Through Computer Experiments

2002-12-12 Mathematics
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Release : 2002-12-12
Genre : Mathematics
Kind : eBook
Book Rating : 745/5 ( reviews)

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Book Synopsis Numerical Solution of SDE Through Computer Experiments by : Peter Eris Kloeden

Download or read book Numerical Solution of SDE Through Computer Experiments written by Peter Eris Kloeden. This book was released on 2002-12-12. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Numerical Solution of SDE Through Computer Experiments

1994
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Release : 1994
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Numerical Solution of SDE Through Computer Experiments by : Peter E. Kloeden

Download or read book Numerical Solution of SDE Through Computer Experiments written by Peter E. Kloeden. This book was released on 1994. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Stochastic Differential Equations

2019-05-02 Business & Economics
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Release : 2019-05-02
Genre : Business & Economics
Kind : eBook
Book Rating : 085/5 ( reviews)

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Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä

Download or read book Applied Stochastic Differential Equations written by Simo Särkkä. This book was released on 2019-05-02. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Numerical Solution of Stochastic Differential Equations

2011-06-15 Mathematics
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Release : 2011-06-15
Genre : Mathematics
Kind : eBook
Book Rating : 625/5 ( reviews)

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Book Synopsis Numerical Solution of Stochastic Differential Equations by : Peter E. Kloeden

Download or read book Numerical Solution of Stochastic Differential Equations written by Peter E. Kloeden. This book was released on 2011-06-15. Available in PDF, EPUB and Kindle. Book excerpt: The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP

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