Non-Fiction Books:

Numerical Analysis of Stochastic Processes

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Paperback / softback

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Numerical Analysis of Stochastic Processes by Wolf-Jurgen Beyn
$152.00

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Description

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.

Author Biography

Wolf-Jurgen Beyn, University of Bielefeld, Germany; Raphael Kruse, Technical University of Berlin, Germany.
Release date NZ
March 6th, 2021
Illustrations
20 Illustrations, color; 20 Illustrations, black and white
Imprint
de Gruyter
Pages
312
Dimensions
165x220x25
ISBN-13
9783110443370
Product ID
24471473

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