By Peter Eris Kloeden,Eckhard Platen,Henri Schurz
This e-book presents an simply available, computationally-oriented advent into the numerical answer of stochastic differential equations utilizing laptop experiments. It develops within the reader a capability to use numerical equipment fixing stochastic differential equations. It additionally creates an intuitive knowing of the required theoretical heritage. software program containing courses for over a hundred difficulties is on the market online.
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Extra info for Numerical Solution of SDE Through Computer Experiments (Universitext)
Numerical Solution of SDE Through Computer Experiments (Universitext) by Peter Eris Kloeden,Eckhard Platen,Henri Schurz