Numerical solution of stochastic differential equations

＜図書＞
Numerical solution of stochastic differential equations

責任表示	Peter E. Kloeden, Eckhard Platen
シリーズ	Applications of mathematics ; 23
データ種別	図書
出版情報	Berlin ; Tokyo : Springer-Verlag , c1992
本文言語	英語
大きさ	xxxv, 632 p. : ill. ; 24 cm
概要	The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, th...ir applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6882359

巻次	所蔵場所	請求記号	刷年	資料番号	予約・取寄	自動書庫
: gw	理系図3F 数理独自	KLOE/10/1	1995	023211996004370	予約・取寄		予約・取寄
: gw	理系図自動書庫	105/KLO	1992	068252192007261	予約・取寄	出庫可能	予約・取寄	出庫可能
: gw	芸工図 2F 書架	410.8/A59/23	1992	072032192004162	予約・取寄		予約・取寄

一般注記	Includes bibliographical references (p. [597]-624) and index
著者標目	Platen, Eckhard *Kloeden, Peter E
件　名	LCSH:Stochastic differential equations -- Numerical solutions 全ての件名で検索
分　類	LCC:QA274.23 DC20:519.2 NDC8:417.1
書誌ID	1000908938
ISBN	3540540628
NCID	BA18264720
巻冊次	: gw ; ISBN:3540540628 : us ; ISBN:0387540628
登録日	2009.09.16
更新日	2009.11.02