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An introduction to the numerical simulation of stochastic differential equations

An introduction to the numerical simulation of stochastic differential equations (1회 대출)

자료유형
단행본
개인저자
Higham, Desmond J., 1964- Kloeden, Peter E., author.
서명 / 저자사항
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.
발행사항
Philadelphia :   Society for Industrial and Applied Mathematics,   c2021.  
형태사항
xv, 277 p. : ill. ; 27 cm.
총서사항
Other titles in applied mathematics ;169
ISBN
9781611976427 (hardback) 9781611976434 (ebook)
요약
"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--
서지주기
Includes bibliographical references (p. 259-271) and index.
일반주제명
Stochastic differential equations --Numerical solutions.
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020 ▼a 9781611976427 (hardback)
020 ▼a 9781611976434 (ebook)
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040 ▼a DLC ▼b eng ▼c DLC ▼e rda ▼d DLC ▼d 211009
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100 1 ▼a Higham, Desmond J., ▼d 1964- ▼0 AUTH(211009)40476.
245 1 3 ▼a An introduction to the numerical simulation of stochastic differential equations / ▼c Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany.
260 ▼a Philadelphia : ▼b Society for Industrial and Applied Mathematics, ▼c c2021.
264 1 ▼a Philadelphia : ▼b Society for Industrial and Applied Mathematics, ▼c [2021]
300 ▼a xv, 277 p. : ▼b ill. ; ▼c 27 cm.
336 ▼a text ▼b txt ▼2 rdacontent
337 ▼a unmediated ▼b n ▼2 rdamedia
338 ▼a volume ▼b nc ▼2 rdacarrier
490 1 ▼a Other titles in applied mathematics ; ▼v 169
504 ▼a Includes bibliographical references (p. 259-271) and index.
520 ▼a "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- ▼c Provided by publisher.
650 0 ▼a Stochastic differential equations ▼x Numerical solutions.
700 1 ▼a Kloeden, Peter E., ▼e author.
830 0 ▼a Other titles in applied mathematics ; ▼v 169.
945 ▼a KLPA

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No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고7층/ 청구기호 519.22 H638i 등록번호 111854370 도서상태 대출중 반납예정일 2022-02-04 예약 예약가능 R 서비스 M

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