Articles liés à Numerical Solution of Stochastic Differential Equations
Synopsis
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. To help the reader develop an intuitive understanding and hands-on numerical skills, numerous exercises and PC-Exercises are included. The book is directed at a multi-disciplinary readership, consisting primarily of engineers, financial analysts, physicists and mathematicians developing numerical schemes for applications of SDEs, and also of researchers in other fields like biology, chemistry or economics who, with less mathematical background, wish to apply
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2010
- ISBN 10 364208107X
- ISBN 13 9783642081071
- ReliureBroché
- Langueanglais
- Nombre de pages676
- Coordonnées du fabricantnon disponible
Acheter neuf
Afficher cet article
EUR 119,56
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délais
Résultats de recherche pour Numerical Solution of Stochastic Differential Equations
Image d'archives
Numerical Solution of Stochastic Differential Equations
Edité par
Springer, 2010
ISBN 10 : 364208107X
ISBN 13 : 9783642081071
Ancien ou d'occasion
Paperback
Vendeur : Grey Matter Books, Hadley, MA, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Paperback. Etat : Very Good. Text is unmarked; pages are bright. Binding is sturdy; the spine is creased Cover show a little wear around the corners and at the head and base of the spine. 636pp. N° de réf. du vendeur 067632
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Numerical Solution of Stochastic Differential Equations
Edité par
Springer Berlin Heidelberg, 2010
ISBN 10 : 364208107X
ISBN 13 : 9783642081071
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The book is interdisciplinary in its appoach and orientationIt places equal emphasis on both theory and applicationsBesides serving as a basic text on stochastic differential equations it derives and discusses the numerical methods needed to solve s. N° de réf. du vendeur 5047154
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Numerical Solution of Stochastic Differential Equations
Edité par
Springer Berlin Heidelberg, 2010
ISBN 10 : 364208107X
ISBN 13 : 9783642081071
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems. N° de réf. du vendeur 9783642081071
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Numerical Solution of Stochastic Differential Equations
Edité par
Springer Berlin Heidelberg Dez 2010, 2010
ISBN 10 : 364208107X
ISBN 13 : 9783642081071
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems. 676 pp. Englisch. N° de réf. du vendeur 9783642081071
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Numerical Solution of Stochastic Differential Equations
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 12036667-n
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Numerical Solution of Stochastic Differential Equations
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Dez 2010, 2010
ISBN 10 : 364208107X
ISBN 13 : 9783642081071
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 676 pp. Englisch. N° de réf. du vendeur 9783642081071
Quantité disponible : 2 disponible(s)
Image d'archives
Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
Vendeur : California Books, Miami, FL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur I-9783642081071
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Numerical Solution of Stochastic Differential Equations
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 12036667-n
Quantité disponible : Plus de 20 disponibles
Image d'archives
Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur ABLIING23Mar3113020216809
Quantité disponible : Plus de 20 disponibles
Image d'archives
Numerical Solution of Stochastic Differential Equations
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 676. N° de réf. du vendeur 263091762
Quantité disponible : 4 disponible(s)