Numerical Solution of Stochastic Differential Equations /
The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, in both theory and applications...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1992.
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| Series: | Applications of Mathematics, Stochastic Modelling and Applied Probability ;
23. |
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| Online Access: | Connect to the full text of this electronic book |
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