Title Numerical solution of SDE through computer experiments / Peter E. Kloeden, Eckhard Platen, Henri Schurz

Published Berlin ; New York : Springer-Verlag, [1994] ©1994

Copies

Location	Call no.	Vol.	Availability
ADPML SPDU	519.2 Klo/Nso		LIB USE ONLY
W'PONDS	519.2 Klo/Nso		AVAILABLE

Description xiv, 292 pages : illustrations ; 24 cm + 1 computer disk (3 1/2 in.) 3 1/2 in Series Universitext Universitext. Contents Machine derived contents note: Preface.- Legal Matters.- Introduction.- Background on Probability and Statistics.- Stochastic Differential Equations.- Introduction to Discrete Time Approximation.- Strong Approximations.- Weak Approximations.- Applications.- References.- Subject Index.- List of PC-Exercises.- Frequently Used Notations Notes "Universitext" -- Cover System requirements for computer disk: IBM-compatible PC (386 microprocessor recommended); DOS; Borland Turbo Pascal 5.0; CGA, EGA, VGA, or SVGA graphics adapter Bibliography Includes bibliographical references and index Subject Stochastic differential equations -- Numerical solutions -- Data processing. Stochastic differential equations -- Numerical solutions -- Data processing. Author Platen, Eckhard. Schurz, Henri. LC no. 94140189 ISBN 0387570748 (New York) 3540570748 (Berlin)

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