[request_ebook] Numerical Solution of Stochastic Differential Equations

Description

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE and then applications as well as the numerical methods for dealing with them. To help the reader develop an intuitive understanding and hand-on numerical skills, numerous exercises including PC-exercises are included.

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1. Ebooks list page : 2299
2. Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
3. Numerical Solution of Partial Differential Equations: An Introduction
4. Numerical Solution of Partial Differential Equations: An Introduction
5. The Numerical Solution of Ordinary and Partial Differential Equations
6. Innovative Methods for Numerical Solution of Partial Differential Equations
7. Innovative Methods for Numerical Solution of Partial Differential Equations
8. Numerical Solution of Partial Differential Equations on Parallel Computers
9. Numerical Solution of Ordinary Differential Equations (Mathematics in Science and Engineering 74)
10. Numerical Solution of Partial Differential Equations by the Finite Element Method
11. Numerical Solution of Boundary Value Problems for Ordinary Differential Equations (Classics in Applied Mathematics)
12. Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations (Classics in Applied Mathematics)
13. [request_ebook] Stochastic Integration and Differential Equations
14. [request_ebook] Simulation and Inference for Stochastic Differential Equations: With R Examples
15. [request_ebook] Stochastic Differential Equations in Science And Engineering
16. Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach