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kloeden p numerical solution sde through computer experiments 2003

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Textbook in PDF format This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online

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Kloeden P. Numerical Solution of SDE Through Computer Experiments 2003.pdf 12.3 MB

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kloeden p numerical solution sde through computer experiments 2003

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