An Introduction to the Numerical Simulation of Stochastic Differential Equations - Desmond J. Higham - Books - Society for Industrial & Applied Mathema - 9781611976427 - May 30, 2021
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An Introduction to the Numerical Simulation of Stochastic Differential Equations

Desmond J. Higham

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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.


289 pages

Media Books     Hardcover Book   (Book with hard spine and cover)
Released May 30, 2021
ISBN13 9781611976427
Publishers Society for Industrial & Applied Mathema
Pages 289
Dimensions 264 × 186 × 24 mm   ·   774 g