An Introduction To The Numerical Simulation Of Stochastic Differential Equations

Provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. The book presents an outline of the underlying convergence and stability theory while avoiding technical details.

• | By (Author): Desmond J. Higham
• | Publisher: Society for Industrial & Applied Mathematics,U.S.
• | Publication Date: Dec 01, 2020
• | Country of Publication: United States
• | Number of Pages: 289 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1611976421
• | ISBN-13: 9781611976427