Numerical Solution of Stochastic Differential Equations

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Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)

Peter E. Kloeden, Eckhard Platen

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE and then applications as well as the numerical methods for dealing with them. To help the reader develop an intuitive understanding and hand-on numerical skills, numerous exercises including PC-exercises are included.

Numerical Solution of Stochastic Differential Equations .rar (5.56 MB, 需要: 5 个论坛币) 本附件包括：

• Numerical Solution of Stochastic Differential Equations .djvu

2009-12-6 21:54:48 上传

需要: 5 个论坛币  [购买]

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关键词：Differential Stochastic Equations Different Numerical Solution Stochastic Differential Equations Numerical

i really love this one, thanks

thank you very much!

买了，呵呵，谢谢

是1995年的版本，谢谢了！有谁有新版的吗？

davidsc 发表于 2009-12-28 14:58
是1995年的版本，谢谢了！有谁有新版的吗？

同问，谢谢LZ，

谢谢版主了，

好书，谢谢了

谢谢楼主哈，，。。。

买了后悔了，要了5个币而且还不是pdf的