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Book Cover
Author Kloeden, Peter E.

Title Numerical solution of SDE through computer experiments / Peter E. Kloeden, Eckhard Platen, Henri Schurz
Published Berlin ; New York : Springer-Verlag, [1994]


Location Call no. Vol. Availability
 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
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)