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Numerical Solution of Sde Through Computer Experiments

Numerical Solution of Sde Through Computer Experiments

Paperback

Series: Universitext

General MathematicsProbability & Statistics

ISBN10: 3540570748
ISBN13: 9783540570745
Publisher: Springer
Published: Dec 20 1993
Pages: 294
Weight: 1.03
Height: 0.73 Width: 6.10 Depth: 9.46
Language: English
This is a computer experimental introduction to the numerical solution of stochastic differential equations. A floppy disk containing Turbo Pascal programs for over 100 problems is provided to enable the reader to develop an intuitive understanding of the issues involved.

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Probability & Statistics