Peter Eris Kloeden Books

Numerical Solution of SDE Through Computer Experiments Universitext
Numerical Solution of SDE Through Computer Experiments Universitext

By Peter E. Kloeden, Peter Eris Kloeden, Henri Schurz, Eckhard Platen

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This is a computer experimental introduction to the numerical solution of stochastic differential equations. A downloadable software software containing programs for over 100 problems is provided a...

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