Numerische Integration stochastischer Differentialgleichungen, Hardcover von Mils...
Numerical Integration of Stochastic Differential Equations, Hardcover by Milstein, Grigori N., ISBN 079233213X, ISBN-13 9780792332138, Brand New, Free shipping in the US Devoted to meansquare and weak approximation of solutions of stochastic differential equations, the approximations being two fundamental aspects in the contemporary theory of such equations. Solutions provided by numerical methods serve as characteristics for a number of mathematical physics problems, and the probability representations can combine with a Monte-Carlo method to reduce complex multidimensional problems of mathematical physics to the integration of stochastic equations. Translated from the 1988 Russian edition. Annotation copyright Book News, Inc. Portland, Or.
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