Stochastic Differential Equations: Models and Numerics
Overview & Synopsis
The goal of this book is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and mathematical finance. Typically, these problems require numerical methods to obtain a solution and therefore the course focuses on basic understanding of stochastic and partial differential equations to construct reliable and efficient computational methods.
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Document Information
| Document Title | Stochastic Differential Equations: Models and Numerics |
|---|---|
| Author / Organization | Jesper Carlsson, Kyoung-Sook Moon, Anders Szepessy, Ra´ul Tempone, Georgios Zouraris |
| Subject & Discipline | Probability, Stochastic Process, Queueing Theory, etc., Differential Equations and Dynamical Systems, Financial Mathematics and Engineering, Statistics, Mathematical Statistics, and SAS Programming, Numerical Analysis and Scientific Computing |
| Categories | Probability, Stochastic Process, Queueing Theory, etc. |
| Publication Year | 2019 |
| Resource Verification | ✓ Verified Direct PDF Available |
| Alternative Mirrors & Links | |
| Original Host Website |
FreeComputerBooks.com
(freecomputerbooks.com)
|
| File Format | application/pdf (Portable Document Format) |
| Reported File Size | 2374.5 KB (2,431,468 bytes) |
| Language | ENGLISH |
| Catalog ID | DOC-113116 |
| Original Source Link | Visit Source Page on freecomputerbooks.com » |