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.

By:

Higham, Desmond J, 1964- [author.]

Contributor(s):

Kloeden, Peter E [author.]

Material type: Text

TextSeries: Other titles in applied mathematics ; 169Publisher: Philadelphia : Society for Industrial and Applied Mathematics, 2021Description: xv, 277 pages : illustrations ; 27 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

9781611976427

Subject(s):

Stochastic differential equations -- Numerical solutions

Additional physical formats: Online version:: An introduction to the numerical simulation of stochastic differential equationsLOC classification:

QA274.23.H54 2021

Summary: "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- Provided by publisher.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Copy number	Status	Barcode
Books	KWUST-Main Library General Stacks	QA274.23.H54 2021 (Browse shelf(Opens below))	C.1	Available	2023-0804
Books	KWUST-Main Library General Stacks	QA274.23.H54 2021 (Browse shelf(Opens below))	C.2	Available	2023-0805

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

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

There are no comments on this title.

to post a comment.

KWUST Library

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.