Numerical Solution of Stochastic Differential Equations
by Peter E. Kloeden and Eckhard Platen
- Used
- Hardcover
- first
- Condition
- Fine with No dust jacket as issued
- ISBN 10
- 0387540628
- ISBN 13
- 9780387540627
- Seller
-
Oregon City, Oregon, United States
Payment Methods Accepted
About This Item
New York, NY: Springer Verlag. Fine with No dust jacket as issued. 1992. First Edition; First Printing. Hardcover. First Edition (1992) , First Printing indicated by a complete numerical sequence. Fine: flawless; the binding is square and secure; the text is clean. Free of creased or dog-eared pages in the text. Free of underlining, hi-lighting, notations, or marginalia. Free of ownership names, dates, addresses, notations, inscriptions, stamps, or labels. Bright, crisp and clean. Corners sharp. Virtually 'As New'. NOT a Remainder, Book-Club, or Ex-Library. 8vo. (9.55 x 6.35 x 1 inches) . 40 Illustrations in 43 parts. Language: English. Weight: 27.6 ounces. Hardback: No DJ 'as issued'. The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations, due to the peculiarities of stochastic calculus. The book proposes to the reader whose background knowledge is limited to undergraduate level methods for engineering and physics, and easily accessible introductions to SDE and then applications as well as the numerical methods for dealing with them. To help the reader develop an intuitive understanding and hand-on numerical skills, numerous exercises including PC-exercises are included. This book is one of the finest written on the subject and is suitable for readers in a wide variety of fields, including mathematical finance, random dynamical systems, constructive quantum field theory, and mathematical biology. It is certainly well-suited for classroom use, and it includes computer exercises what are definitely helpful for those who need to develop actual computer code to solve the relevant equations of interest. ; Applications of Mathematics; Vol. 23; Large 8vo 9" - 10" tall; xxxv, 632 pages .
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Details
- Seller
- Black Cat Hill Books (US)
- Seller's Inventory #
- 58271
- Title
- Numerical Solution of Stochastic Differential Equations
- Author
- Peter E. Kloeden and Eckhard Platen
- Format/Binding
- Hardcover
- Book Condition
- Used - Fine with No dust jacket as issued
- Quantity Available
- 1
- Edition
- First Edition; First Printing
- ISBN 10
- 0387540628
- ISBN 13
- 9780387540627
- Publisher
- Springer Verlag
- Place of Publication
- New York, NY
- Date Published
- 1992
- Keywords
- Stochastic, Probability, Mathematics, Equations, Statistics, Ito, Integrals, Diffusion, Taylor Explanations
- Bookseller catalogs
- Mathematics;
Terms of Sale
Black Cat Hill Books
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About the Seller
Black Cat Hill Books
Biblio member since 2004
Oregon City, Oregon
About Black Cat Hill Books
Black Cat Hill Books is an Internet-only bookseller.
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- First Edition
- In book collecting, the first edition is the earliest published form of a book. A book may have more than one first edition in...
- Fine
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- Marginalia
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- Remainder
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- Jacket
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- Crisp
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