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<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
出版者 Berlin ; Tokyo : Springer-Verlag
出版年 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
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所蔵情報

: gw 理系図3F 数理独自 023211996004370 KLOE/10/1 1995
: gw 理系図 自動書庫 068252192007261 105/KLO 1992
: gw 芸工2階 072032192004162 410.8/A59/23 1992

書誌詳細

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

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