Numerical solution of stochastic differential equations:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1999
|
| Ausgabe: | Corr. 3. printing |
| Schriftenreihe: | Applications of mathematics
23 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Erg. bildet: Kloeden, Peter E.: Numerical solution of SDE through computer experiments |
| Beschreibung: | XXXVI, 636 S. graph. Darst. |
| ISBN: | 3540540628 |
Internformat
MARC
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| 100 | 1 | |a Kloeden, Peter E. |d 1949- |e Verfasser |0 (DE-588)115479155 |4 aut | |
| 245 | 1 | 0 | |a Numerical solution of stochastic differential equations |c Peter E. Kloeden ; Eckhard Platen |
| 250 | |a Corr. 3. printing | ||
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1999 | |
| 300 | |a XXXVI, 636 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Applications of mathematics |v 23 | |
| 500 | |a Erg. bildet: Kloeden, Peter E.: Numerical solution of SDE through computer experiments | ||
| 650 | 7 | |a Análise estocastica |2 larpcal | |
| 650 | 4 | |a Stochastic differential equations |x Numerical solutions | |
| 650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Numerisches Verfahren |0 (DE-588)4128130-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |D s |
| 689 | 0 | 1 | |a Numerisches Verfahren |0 (DE-588)4128130-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Platen, Eckhard |d 1949- |e Verfasser |0 (DE-588)115479201 |4 aut | |
| 830 | 0 | |a Applications of mathematics |v 23 |w (DE-604)BV000895226 |9 23 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008941809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-008941809 | ||
Datensatz im Suchindex
| _version_ | 1804127823955230720 |
|---|---|
| adam_text | Contents
Suggestions
Basic Notation
Brief Survey of Stochastic Numerical Methods
Part I. Preliminaries
Chapter
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
Chapter
2.1
2.2
2.3
2.4
Part II. Stochastic Differential Equations
Chapter
3.1
3.2
3.3
3.4
3.5
Chapter
4.1
4.2
XII CONTENTS
4.3
4.4
4.5
4.6
4.7
4.8
4.9
Chapter
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
5.10
of Truncated Stratonovich-Taylor Expansions
5.11
5.12
Part
Chapter
Differential Equations
6.1
6.2
6.3
6.4
6.5
6.6
Chapter
7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8
and Nemantic Liquid Crystals
7.9
CONTENTS XIII
7.10 Josephson
eind
Part
Chapter
of Deterministic Differential Equations
8.1
8.2
8.3
8.4
Chapter
Time Discrete Approximation
9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
Part V. Strong Approximations
Chapter
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
Chapter
11.1
11.2
11.3
11.4
11.5
XIV CONTENTS
Chapter
12.1
12.2
12.3
12.4
12.5
12.6
Chapter
of Strong Approximations
13.1
13.2
13.3
13.4
Part VI. Weak Approximations
Chapter
14.1
14.2
14.3
14.4
14.5
14.6
Chapter
15.1
15.2
15.3
15.4
15.5
15.6
Chapter
16.1
16.2
16.3
16.4
Chapter
17.1
17.2
17.3
CONTENTS
Solutions
Bibliographical Notes
Bibliography
Index
|
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| author | Kloeden, Peter E. 1949- Platen, Eckhard 1949- |
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| author_facet | Kloeden, Peter E. 1949- Platen, Eckhard 1949- |
| author_role | aut aut |
| author_sort | Kloeden, Peter E. 1949- |
| author_variant | p e k pe pek e p ep |
| building | Verbundindex |
| bvnumber | BV013124861 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.23 |
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| callnumber-sort | QA 3274.23 |
| callnumber-subject | QA - Mathematics |
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| classification_tum | MAT 606f MAT 679f |
| ctrlnum | (OCoLC)43344211 (DE-599)BVBBV013124861 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | Corr. 3. printing |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:39:29Z |
| institution | BVB |
| isbn | 3540540628 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008941809 |
| oclc_num | 43344211 |
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| physical | XXXVI, 636 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Springer |
| record_format | marc |
| series | Applications of mathematics |
| series2 | Applications of mathematics |
| spelling | Kloeden, Peter E. 1949- Verfasser (DE-588)115479155 aut Numerical solution of stochastic differential equations Peter E. Kloeden ; Eckhard Platen Corr. 3. printing Berlin [u.a.] Springer 1999 XXXVI, 636 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Applications of mathematics 23 Erg. bildet: Kloeden, Peter E.: Numerical solution of SDE through computer experiments Análise estocastica larpcal Stochastic differential equations Numerical solutions Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Numerisches Verfahren (DE-588)4128130-5 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 s Numerisches Verfahren (DE-588)4128130-5 s DE-604 Platen, Eckhard 1949- Verfasser (DE-588)115479201 aut Applications of mathematics 23 (DE-604)BV000895226 23 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008941809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kloeden, Peter E. 1949- Platen, Eckhard 1949- Numerical solution of stochastic differential equations Applications of mathematics Análise estocastica larpcal Stochastic differential equations Numerical solutions Stochastische Differentialgleichung (DE-588)4057621-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd |
| subject_GND | (DE-588)4057621-8 (DE-588)4128130-5 |
| title | Numerical solution of stochastic differential equations |
| title_auth | Numerical solution of stochastic differential equations |
| title_exact_search | Numerical solution of stochastic differential equations |
| title_full | Numerical solution of stochastic differential equations Peter E. Kloeden ; Eckhard Platen |
| title_fullStr | Numerical solution of stochastic differential equations Peter E. Kloeden ; Eckhard Platen |
| title_full_unstemmed | Numerical solution of stochastic differential equations Peter E. Kloeden ; Eckhard Platen |
| title_short | Numerical solution of stochastic differential equations |
| title_sort | numerical solution of stochastic differential equations |
| topic | Análise estocastica larpcal Stochastic differential equations Numerical solutions Stochastische Differentialgleichung (DE-588)4057621-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd |
| topic_facet | Análise estocastica Stochastic differential equations Numerical solutions Stochastische Differentialgleichung Numerisches Verfahren |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008941809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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