Numerical Solution of Stochastic Differential Equations
- Indbinding:
- Paperback
- Sideantal:
- 676
- Udgivet:
- 15. december 2010
- Størrelse:
- 155x37x235 mm.
- Vægt:
- 1007 g.
- 8-11 hverdage.
- 6. december 2024
På lager
Normalpris
Abonnementspris
- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Numerical Solution of Stochastic Differential Equations
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.
Brugerbedømmelser af Numerical Solution of Stochastic Differential Equations
Giv din bedømmelse
For at bedømme denne bog, skal du være logget ind.Andre købte også..
Find lignende bøger
Bogen Numerical Solution of Stochastic Differential Equations findes i følgende kategorier:
- Business og læring > Videnskab
- Matematik og naturvidenskab > Matematik > Regning og matematisk analyse > Numerisk analyse
- Matematik og naturvidenskab > Matematik > Sandsynlighedsregning og statistik
- Matematik og naturvidenskab > Matematik > Anvendt matematik > Stokastik
- Matematik og naturvidenskab > Fysik > Matematisk fysik
- Teknologi, ingeniørvidenskab og landbrug > Teknologi: generelle emner > Matematik for ingeniører
© 2024 Pling BØGER Registered company number: DK43351621