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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

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Numerical Analysis of Stochastic Processes (Electronic book text)
Numerical Analysis of Stochastic Processes (Electronic book text): Wolf-Jurgen Beyn, Raphael Kruse

Numerical Analysis of Stochastic Processes (Electronic book text)

Wolf-Jurgen Beyn, Raphael Kruse

Series: De Gruyter Textbook

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To be released on 6 March 2021. We are not yet accepting orders for this product. If you add this item to your wish list we will let you know when it becomes available.

This textbook is a introduction to the art of analysing, approximating and solving stochastic differential equations. Random number generation and Monte Carlo methods as well as convergence theorems and discretisation effects are discussed. Apart from mathematical problems, these equations occur in physical, engineering and economic models, e.g., due to a lack of knowledge of the underlying complex systems.

General

Imprint: De Gruyter
Country of origin: Germany
Series: De Gruyter Textbook
Release date: 6 March 2021
First published: 2020
Authors: Wolf-Jurgen Beyn • Raphael Kruse
Format: Electronic book text
Pages: 312
ISBN-13: 978-3-11-044338-7
Categories: Books > Science & Mathematics > Mathematics > Numerical analysis
Books > Science & Mathematics > Physics > General
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
LSN: 3-11-044338-4
Barcode: 9783110443387

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