Numerical Integration of Stochastic Differential Equations, Hardcover by Mils...-image

Numerical Integration of Stochastic Differential Equations, Hardcover by Mils...

$ 91.64

Subject Area: Mathematics Type: Textbook gtin13: 9780792332138 Author: G. N. Milstein Series: Mathematics and Its Applications Ser. Subject: Differential Equations / General, Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Numerical Analysis, Applied Publication Year: 1994 Format: Hardcover Item Width: 6.1 in Number of Pages: VIII, 172 Pages Item Length: 9.2 in Language: English Book Title: Numerical Integration of Stochastic Differential Equations Publisher: Springer Netherlands ISBN: 9780792332138 Publication Name: Numerical Integration of Stochastic Differential Equations Item Weight: 34.2 Oz

Description

Numerical Integration of Stochastic Differential Equations, Hardcover by Milstein, Grigori N., ISBN 079233213X, ISBN-13 9780792332138, Brand New, Free shipping in the US Devoted to meansquare and weak approximation of solutions of stochastic differential equations, the approximations being two fundamental aspects in the contemporary theory of such equations. Solutions provided by numerical methods serve as characteristics for a number of mathematical physics problems, and the probability representations can combine with a Monte-Carlo method to reduce complex multidimensional problems of mathematical physics to the integration of stochastic equations. Translated from the 1988 Russian edition. Annotation copyright Book News, Inc. Portland, Or.

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