Normal view MARC view ISBD view

An introduction to the numerical simulation of stochastic differential equations /

Higham, Desmond J., 1964-

An introduction to the numerical simulation of stochastic differential equations / Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany. - xv, 277 pages : illustrations ; 27 cm - Other titles in applied mathematics ; 169 .

Includes bibliographical references (pages 259-271) and index.

"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--

ISBN: 9781611976427

LCCN: 2020042061

Subjects--Topical Terms:
Stochastic differential equations--Numerical solutions.

LC Class. No.: QA274.23.H54 2021

Place hold
Print
Cite
Add to your cart (remove)
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS ISBD
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)

KWUST Library

An introduction to the numerical simulation of stochastic differential equations /