An Introduction to the Numerical Simulation of Stochastic Differential Equations |
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| Author:
| Higham, Desmond J.
Kloeden, Peter E. |
| ISBN: | 978-1-61197-642-7 |
| Publication Date: | May 2021 |
| Publisher: | Society for Industrial and Applied Mathematics
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| Book Format: | Hardback |
| List Price: | AUD $112.00 |
Book Description:
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Provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. The book presents an outline of the underlying convergence and stability theory while avoiding technical details.
Provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. The book presents an outline of the underlying convergence and stability theory while avoiding technical details.