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.

ISBN 079233213X


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