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Numerical solution of stochastic differential equations

By:

Kloeden Peter E

Contributor(s):

Platen Eckhard [Auth.]

Material type: Text

Text

TextLanguage: English Series: Applications of mathematics: stochastic modelling and applied probability; 23Publication details: Berlin Springer-Verlag 1995Description: xxxv,632pISBN:

3-540-54062-8

Subject(s):

Stochastic differential equations-numerical solutions

DDC classification:

519.23 K66

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Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Books	ISI Library, Kolkata	519.23 K66 (Browse shelf(Opens below))	Available		118757

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Previous	519.23 K47 Stochastic processes with applications to finance /	519.23 K61 Stochastic differential inclusions and applications /	519.23 K63 Introduction to stochastic calculus with applications /	519.23 K66 Numerical solution of stochastic differential equations	519.23 K66 Numerical solution of stochastic differential equations	519.23 K72 Empirical estimates in stochastic optimization and identification	519.23 K79 Stocastixc methods of operation research	Next

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