NUMERICAL INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS by MILSTEIN, G.N. (DEPARTMENT OF MATHEMATICS, URAL STATE UNIVER ISBN 079233213X
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[edit] NUMERICAL INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS
This text is devoted to mean-square and weak approximations of solutions of stochastic differential equations. Along with a general theory of numerical integrations of such systems, both in the mean-square and the weak sense, concrete and sufficiently constructive numerical schemes are examined.
[edit] Book Details
[edit] Title
NUMERICAL INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS
[edit] Author
MILSTEIN, G.N. (DEPARTMENT OF MATHEMATICS, URAL STATE UNIVER
[edit] ISBN
079233213X
[edit] Published
15/11/1994
[edit] Publisher
KLUWER ACADEMIC PUBLISHERS GROUP
[edit] Binding
hardback
[edit] Retail Price
82 (GBP)
[edit] Typical Price Online
82 (GBP)
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If you wish to purchase NUMERICAL INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS, written by MILSTEIN, G.N. (DEPARTMENT OF MATHEMATICS, URAL STATE UNIVER and published by KLUWER ACADEMIC PUBLISHERS GROUP on 15/11/1994 then we have listed a few select online book retailers who can provide good value and service.
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