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| ISBN 13 | 9783540570745 |
| Author | Peter Eris Kloeden |
| Book Description | This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online. |
| Number of Pages | 294 pages |
| ISBN 10 | 3540570748 |
| Language | English |
| Publication Date | 12 December 2002 |
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