An introduction to the numerical simulation of stochastic differential equations / Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany.
Series Other titles in applied mathematics ; 169Tipo de contenido:- text
- unmediated
- volume
- 9781611976427
| Tipo de ítem | Biblioteca | Colección | Clasificación | Copia | Estado | Código de barras | |
|---|---|---|---|---|---|---|---|
| Libro | Biblioteca Rancagua | Colección General | 519.2 H638i 2021 | 1 | Disponible | 35672003981 | |
| Libro | Biblioteca Rancagua | Colección General | 519.2 H638i 2021 | 2 | Disponible | 35672003982 |
Includes bibliographical references (pages 259-271) and index.
"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)""-- Provided by publisher."