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An Introduction to the Numerical Simulation of Stochastic Differential Equations

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An Introduction to the Numerical Simulation of Stochastic Differential EquationsAn Introduction to the Numerical Simulation of Stochastic Differential Equations

Item Specifics

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Series: Text

Subject Area: Applied Mathematics, Stochastic Differential Equations

Level: Intermediate

Subject: Mathematics

Author: Peter E. Kloeden, Desmond J. Higham

Publication Name: Introduction to the Numerical Simulation of Stochastic Differential Equations

Format: Hardcover

Language: English

Publisher: Society for Industrial AND Applied Mathematics

Publication Year: 2021

Type: Textbook

Number of Pages: 289 Pages

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