Numerical Solution of SDE Through Computer Experiments (Universitext)
Edition: 1st ed. 1994. Corr. 3rd printing edition
Publisher: Springer
Published: January 31, 2003
Language: eng
Format: Paperback
Number of pages: 292
ISBN-13: 9783540570745
Subjects: Applications of Computing; Differential equations; Mathematical theory of computation; Stochastics; Science/Mathematics; Stochastic Processes; Mathematics; Computer Books: General; Number Systems; Probability & Statistics - General; Computer Experiment; Data processing; Mathematics / Statistics; Mathematics : Number Systems; Numerical solutions; SDE; discrete time approximations; higher order numerical schemes; numerical simulation; stochastic Taylor expansion; stochastic differential equations
First sentence: In everyday life we meet many situations where randomness plays a crucial role.