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: | Electronic eBook |
| Language: | English |
| Published: |
Philadelphia
Society for Industrial and Applied Mathematics, SIAM
[2021]
|
| Series: | Other titles in applied mathematics
169 |
| Subjects: | |
| Online Access: | DE-91 DE-20 DE-706 DE-29 Volltext |
| Summary: | "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- |
| Physical Description: | 1 Online-Ressource (xvi, 277 p.) Illustrationen, Diagramme |
| ISBN: | 9781611976434 |
| DOI: | 10.1137/1.9781611976434 |
Staff View
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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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| bvnumber | BV048642313 |
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| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| doi_str_mv | 10.1137/1.9781611976434 |
| format | Electronic eBook |
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| id | DE-604.BV048642313 |
| illustrated | Illustrated |
| index_date | 2024-07-03T21:17:59Z |
| indexdate | 2025-01-16T15:01:09Z |
| institution | BVB |
| isbn | 9781611976434 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034017221 |
| oclc_num | 1362877155 |
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| owner_facet | DE-29 DE-91 DE-BY-TUM DE-20 DE-706 |
| physical | 1 Online-Ressource (xvi, 277 p.) Illustrationen, Diagramme |
| psigel | ZDB-72-SIA ZDB-72-SIA TUM_Paketkauf_2021 ZDB-72-SIA UBW_Paketkauf ZDB-72-SIA UER_Paketkauf_2021 |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | Society for Industrial and Applied Mathematics, SIAM |
| 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, SIAM [2021] © 2021 1 Online-Ressource (xvi, 277 p.) Illustrationen, Diagramme txt rdacontent c rdamedia cr 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 Druck-Ausgabe 978-1-61197-642-7 Other titles in applied mathematics 169 (DE-604)BV040633124 169 https://doi.org/10.1137/1.9781611976434 Verlag URL des Erstveröffentlichers Volltext |
| 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 |
| url | https://doi.org/10.1137/1.9781611976434 |
| volume_link | (DE-604)BV040633124 |
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