An Introduction to the Numerical Simulation of Stochastic...

Main
Mathematics - Differential Equations
An Introduction to the Numerical...

An Introduction to the Numerical Simulation of Stochastic Differential Equations

Desmond J. Higham, Peter E. Kloeden

2.0 / 3.0

دا کتاب تاسو ته څنګه خواښه شوه؟

د بار شوي فایل کیفیت څه دئ؟

تر څو چې د کتاب کیفیت آزمایښو وکړئ، بار ئې کړئ

د بار شوو فایلونو کیفیتی څه دئ؟

This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs

درجه (قاطیغوری(:

Mathematics - Differential Equations

کال:

2021

خپرندویه اداره:

SIAM - Society for Industrial and Applied Mathematics

ژبه:

english

صفحه:

289

ISBN 10:

1611976421

ISBN 13:

9781611976427

فایل:

PDF, 39.46 MB

IPFS:

,

english, 2021

په آن لاین ډول لوستل

ته بدلون په کار دي

ته بدلون ناکام شو

ممکن تاسی علاقمند شی

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Unknown — SDE.course

Klaus Schmitz Abe — Pricing Exotic Options Using Improved Strong Convergence

P.Jackel. — Monte Carlo Methods in Finance

Ubbo F Wiersema — Brownian Motion Calculus

Desmond J. Higham , Peter Kloeden — An Introduction to the Numerical Simulation of Stochastic Differential Equations

duan jinqiao（段金桥） — an introduction to stochastic dynamics=随机动力系统导论

Duan Jinqiao（段金桥） — An Introduction to Stochastic Dynamics=.随机动力系统导论

Grigoris Pavliotis, Andrew Stuart — Multiscale methods: averaging and homogenization

Ubbo Wiersema — Brownian Motion Calculus

Peter Jaeckel — Monte Carlo Methods in Finance

Jaeckel P. — Monte Carlo methods in finance

Floyd B. Hanson — Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation

A. J. Roberts — Elementary calculus of financial mathematics

Debasish Roy, G. Visweswara Rao — Stochastic Dynamics, Filtering and Optimization

Saarkk, Simo; Solin, Arno — Applied stochastic differential equations

Vigirdas Mackevičius — Introduction to Stochastic Analysis. Integrals and Differential Equations

Carlos A. Braumann — Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance

Michael J. Panik — Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling

Michael J. Panik — Stochastic differential equations : an introduction with applications in population dynamics modeling

Simo Särkkä and Arno Solin — Applied Stochastic Differential Equations

Korn R., et al. — Monte Carlo methods and models in finance and insurance

Lawrence C. Evans — An Introduction to Stochastic Differential Equations

Lawrence C. Evans — An Introduction to Stochastic Differential Equations

Vigirdas Mackevičius — Introduction to Stochastic Analysis: Integrals and Differential Equations

مهمي جملي