De Gruyter Textbook / Numerical Analysis of Stochastic Processes
(Sprache: Englisch)
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...
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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.
Autoren-Porträt von Wolf-Jürgen Beyn, Raphael Kruse
Wolf-Jürgen Beyn, University of Bielefeld, Germany; Raphael Kruse, Technical University of Berlin, Germany.
Bibliographische Angaben
- Autoren: Wolf-Jürgen Beyn , Raphael Kruse
- 2025, XII, 300 Seiten, 20 farbige Abbildungen, 20 Schwarz-Weiß-Abbildungen, Maße: 17 x 24 cm, Kartoniert (TB), Englisch
- Verlag: De Gruyter
- ISBN-10: 3110443376
- ISBN-13: 9783110443370
- Erscheinungsdatum: 20.03.2025
Sprache:
Englisch
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