Numerical Solution of SDE Through Computer Experiments (Universitext)
Kloeden, Peter Eris; Platen, Eckhard; Schurz, Henri
ISBN 10: 3540570748 ISBN 13: 9783540570745
Editore: Springer, 1993
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This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
Dalla quarta di copertina:
This is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided at one of the following homepages:
http://www.math.uni-frankfurt.de/numerik/kloeden/
http://www.business.uts.edu.au/finance/staff/eckard.html
http://www.math.siu.edu/schurz/SOFTWARE/
to enable the reader to develop an intuitive understanding of the issues involved. Applications include stochastic dynamical systems, filtering, parametric estimation and finance modeling.
The book is intended for readers without specialist stochastic background who want to apply such numerical methods to stochastic differential equations that arise in their own field. It can also be used as an introductory textbook for upper-level undergraduate or graduate students in engineering, physics and economics.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Titolo: Numerical Solution of SDE Through Computer ...
Casa editrice: Springer
Data di pubblicazione: 1993
Legatura: Brossura
Condizione: New
Edizione: terza edizione
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ISBN 10: 3540570748
ISBN 13: 9783540570745
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Condizione: Wie neu. CORRECTED third printing. XIV,292 Seiten. FRISCHES, SEHR schönes Exemplar der VERBESSERTEN Auflage. - In EXCELLENT shape. ( We offer a lot of books on PHYSICS and MATHEMATICS on stock in EXCELLENT shape). Sprache: Englisch Gewicht in Gramm: 505. Codice articolo 304165
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Condizione: Gut. Zustand: Gut | Seiten: 312 | Sprache: Englisch | Produktart: Bücher | The numerical solution of stochastic differential equations is becoming an in dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible by the much greater accessibility to high-powered computers at low-cost combined with the availability of new, effective higher order numerical schemes for stochastic dif ferential equations. Many hitherto intractable problems can now be tackled successfully and more realistic modelling with stochastic differential equations undertaken. The aim of this book is to provide a computationally oriented introduction to the numerical solution of stochastic differential equations, using computer experiments to develop in the readers an ability to undertake numerical studies of stochastic differential equations that arise in their own disciplines and an understanding, intuitive at least, of the necessary theoretical background. It is related to, but can also be used independently of the monograph P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Applications of Mathematics Series Vol. 23, Springer-Verlag, Hei delberg, 1992, which is more theoretical, presenting a systematic treatment of time-discretized numerical schemes for stochastic differential equations along with background material on probability and stochastic calculus. To facilitate the parallel use of both books, the presentation of material in this book follows that in the monograph closely. Codice articolo 16477/203
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Numerical Solution of SDE Through Computer Experiments (Universitext)
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Paperback. Condizione: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Codice articolo Scanned3540570748
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Complements the authors previous book for readers needing less theoretical background informationProvides calculation models for concrete problems using SDE No competitionThis 2nd volume can be used quite independently of the first. Codice articolo 4894174
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Taschenbuch. Condizione: Neu. Numerical Solution of SDE Through Computer Experiments | Peter Eris Kloeden (u. a.) | Taschenbuch | xiv | Englisch | 1993 | Springer-Verlag GmbH | EAN 9783540570745 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 102576415
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Springer Berlin Heidelberg, 1993
ISBN 10: 3540570748
ISBN 13: 9783540570745
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The numerical solution of stochastic differential equations is becoming an in dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible by the much greater accessibility to high-powered computers at low-cost combined with the availability of new, effective higher order numerical schemes for stochastic dif ferential equations. Many hitherto intractable problems can now be tackled successfully and more realistic modelling with stochastic differential equations undertaken. The aim of this book is to provide a computationally oriented introduction to the numerical solution of stochastic differential equations, using computer experiments to develop in the readers an ability to undertake numerical studies of stochastic differential equations that arise in their own disciplines and an understanding, intuitive at least, of the necessary theoretical background. It is related to, but can also be used independently of the monograph P. E. Kloeden and E. Platen, Numerical Solution of Stochastic Differential Equations, Applications of Mathematics Series Vol. 23, Springer-Verlag, Hei delberg, 1992, which is more theoretical, presenting a systematic treatment of time-discretized numerical schemes for stochastic differential equations along with background material on probability and stochastic calculus. To facilitate the parallel use of both books, the presentation of material in this book follows that in the monograph closely. Codice articolo 9783540570745
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