Numerical Solution of SDE Through Computer Experiments (Universitext) pdf epub mobi txt 电子书下载 2025

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出版者:Springer

作者:Peter Eris Kloeden

出品人:

页数:295

译者:

出版时间:1993-12-20

价格:USD 79.95

装帧:Paperback

isbn号码:9783540570745

丛书系列:universitext

图书标签:

SDE
计算机科学
数学
of
numercial,
Through
Springer
Solution

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The 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 in their own fields. Furthermore, it creates an intuitive understanding of the necessary theoretical background from stochastic and numeric analysis. A downloadable softward containing programs for over 100 problems is provided at each of the following homepages:

http://www.math.uni-frankfurt.de/~numerik/kloeden/

http://www.business.uts.edu.au/finance/staff/eckhard.html

http.//www.math.siu.edu/schurz/SOFTWARE/

to enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.

The book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own filed.