An introduction to the numerical simulation of stochastic differential equations:
"This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"--
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Philadelphia
Society for Industrial and Applied Mathematics
[2021]
|
| Series: | Other titles in applied mathematics
169 |
| Subjects: | |
| Summary: | "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- |
| Physical Description: | xv, 277 Seiten Illustrationen, Diagramme |
| ISBN: | 9781611976427 |
Staff View
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| 100 | 1 | |a Higham, Desmond J. |d 1964- |0 (DE-588)173028438 |4 aut | |
| 245 | 1 | 0 | |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 |
| 264 | 1 | |a Philadelphia |b Society for Industrial and Applied Mathematics |c [2021] | |
| 300 | |a xv, 277 Seiten |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Other titles in applied mathematics |v 169 | |
| 520 | 3 | |a "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- | |
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| 653 | 0 | |a Stochastic differential equations / Numerical solutions | |
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Record in the Search Index
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| author | Higham, Desmond J. 1964- Kloeden, Peter E. 1949- |
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| author_role | aut aut |
| author_sort | Higham, Desmond J. 1964- |
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| building | Verbundindex |
| bvnumber | BV047095621 |
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| ctrlnum | (OCoLC)1231968326 (DE-599)BVBBV047095621 |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| format | Book |
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| id | DE-604.BV047095621 |
| illustrated | Illustrated |
| index_date | 2024-07-03T16:21:06Z |
| indexdate | 2024-12-10T15:01:39Z |
| institution | BVB |
| isbn | 9781611976427 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032502109 |
| oclc_num | 1231968326 |
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| owner_facet | DE-384 DE-91G DE-BY-TUM DE-M347 DE-83 DE-1043 DE-188 |
| physical | xv, 277 Seiten Illustrationen, Diagramme |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | Society for Industrial and Applied Mathematics |
| record_format | marc |
| series | Other titles in applied mathematics |
| series2 | Other titles in applied mathematics |
| spelling | Higham, Desmond J. 1964- (DE-588)173028438 aut 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 Philadelphia Society for Industrial and Applied Mathematics [2021] xv, 277 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Other titles in applied mathematics 169 "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- Numerisches Verfahren (DE-588)4128130-5 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastic differential equations / Numerical solutions Electronic books Stochastische Differentialgleichung (DE-588)4057621-8 s Numerisches Verfahren (DE-588)4128130-5 s DE-604 Kloeden, Peter E. 1949- (DE-588)115479155 aut Erscheint auch als Online-Ausgabe, ebook 978-1-61197-643-4 Other titles in applied mathematics 169 (DE-604)BV023088396 169 |
| spellingShingle | Higham, Desmond J. 1964- Kloeden, Peter E. 1949- An introduction to the numerical simulation of stochastic differential equations Other titles in applied mathematics Numerisches Verfahren (DE-588)4128130-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4128130-5 (DE-588)4057621-8 |
| title | An introduction to the numerical simulation of stochastic differential equations |
| title_auth | An introduction to the numerical simulation of stochastic differential equations |
| title_exact_search | An introduction to the numerical simulation of stochastic differential equations |
| title_exact_search_txtP | An introduction to the numerical simulation of stochastic differential equations |
| title_full | 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 |
| title_fullStr | 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 |
| title_full_unstemmed | 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 |
| title_short | An introduction to the numerical simulation of stochastic differential equations |
| title_sort | an introduction to the numerical simulation of stochastic differential equations |
| topic | Numerisches Verfahren (DE-588)4128130-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Numerisches Verfahren Stochastische Differentialgleichung |
| volume_link | (DE-604)BV023088396 |
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