Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen.
Saved in:
Personal Name(s): | Kloeden, Peter E. |
---|---|
Platen, Eckhard. | |
Imprint: |
Berlin, New York :
Springer-Verlag,
1992.
|
Physical Description: |
xxxv, 632 p. |
Note: |
englisch |
ISBN: |
3540540628 0387540628 (New York) 9783540540625 |
Series Title: |
/* Depending on the record driver, $field may either be an array with
"name" and "number" keys or a flat string containing only the series
name. We should account for both cases to maximize compatibility. */?>
Applications of mathematics ;
23. |
Keywords: |
Ito stochastic calculus stochastic Taylor expansions time discrete approximations strong Taylor approximations weak Taylor approximations applications of stochastic differential equations |
Subject (ZB): | |
Classification: | |
Shelf Classification: |
LEADER | 01495cam a2200421 n 4500 | ||
---|---|---|---|
001 | 24524 | ||
005 | 20041208161600.0 | ||
008 | r1992 | ||
020 | |a 0387540628 (New York) | ||
020 | |a 3540540628 | ||
035 | |a (Sirsi) a31254 | ||
084 | 0 | |a MWB - Stochastic processes |2 ZB | |
084 | 0 | |a MNG - Numerical solutions of ODE |2 ZB | |
084 | 0 | |a MWG - Simulation, Monte Carlo method, random numbers |2 ZB | |
084 | 1 | |a MAF - Mathematik - allgemeine Serien |2 LS | |
245 | 0 | 0 | |a Numerical solution of stochastic differential equations / |c Peter E. Kloeden, Eckhard Platen. |
260 | |a Berlin, |a New York : |b Springer-Verlag, |c 1992. | ||
300 | |a xxxv, 632 p. | ||
490 | 0 | |a Applications of mathematics ; |v 23. | |
500 | |a englisch | ||
596 | |a 1 | ||
650 | 4 | |a stochastic differential equation | |
650 | 4 | |a probability | |
650 | 4 | |a statistics | |
650 | 4 | |a stochastic process | |
650 | 4 | |a numerical solution | |
653 | |a Ito stochastic calculus | ||
653 | |a stochastic Taylor expansions | ||
653 | |a time discrete approximations | ||
653 | |a strong Taylor approximations | ||
653 | |a weak Taylor approximations | ||
653 | |a applications of stochastic differential equations | ||
700 | 1 | |a Kloeden, Peter E. | |
700 | 1 | |a Platen, Eckhard. | |
900 | |a MAF 007-23 | ||
900 | |a S 003252-0023'01' | ||
908 | |a Monographie, Sammelwerk | ||
949 | |a MAF 007-23 |w LC |c 1 |i 1092103379 |d 27/10/2015 |e 9/10/2015 |l STACKS |m ZB |n 9 |r Y |s Y |t ZBB |u 25/3/2009 |x ZB-M |1 PRINT |