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Numerical Integration of Stochastic Differential Equations - G.N. Milstein
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Numerical Integration of Stochastic Differential Equations - pocketboek

ISBN: 9789048144877

Paperback, [PU: Springer], U sing stochastic differential equations we can successfully model systems that func- tion in the presence of random perturbations. Such systems are among the b… Meer...

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Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications (closed)) (Mathematics and Its Applications (313), Band 313) - Milstein, G.N.
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Milstein, G.N.:

Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications (closed)) (Mathematics and Its Applications (313), Band 313) - pocketboek

2010, ISBN: 9789048144877

Springer, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 1995, 184 Seiten, Publiziert: 2010-12-03T00:00:01Z, Produktgruppe: Book, 0.64 kg, Informatik, IT-Ausbildung & -Beruf… Meer...

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Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications (closed)) (Mathematics and Its Applications (313), Band 313) - Milstein, G.N.
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Milstein, G.N.:
Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications (closed)) (Mathematics and Its Applications (313), Band 313) - pocketboek

2010

ISBN: 9789048144877

Springer, Taschenbuch, Auflage: Softcover reprint of hardcover 1st ed. 1995, 184 Seiten, Publiziert: 2010-12-03T00:00:01Z, Produktgruppe: Book, Informatik, IT-Ausbildung & -Berufe, Comput… Meer...

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G.N. Milstein:
Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications (closed)) - pocketboek

2010, ISBN: 9789048144877

gebonden uitgave

Springer, 2010-12-02. Softcover reprint of hardcover 1. Paperback. Used:Good., Springer, 2010-12-02

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Numerical Integration of Stochastic Differential Equations - G. N Milshtein
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G. N Milshtein:
Numerical Integration of Stochastic Differential Equations - pocketboek

ISBN: 9789048144877

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Bijzonderheden over het boek
Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications (closed)) (Mathematics and Its Applications (313), Band 313)

This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamental aspects in the contemporary theory of SDE. Firstly, the construction of numerical methods for such systems is important as the solutions provided serve as characteristics for a number of mathematical physics problems. Secondly, the employment of probability representations together with a Monte Carlo method allows us to reduce the solution of complex multidimensional problems of mathematical physics to the integration of stochastic equations. Along with a general theory of numerical integrations of such systems, both in the mean-square and the weak sense, a number of concrete and sufficiently constructive numerical schemes are considered. Various applications and particularly the approximate calculation of Wiener integrals are also dealt with. This book is of interest to graduate students in the mathematical, physical and engineering sciences, and to specialists whose work involves differential equations, mathematical physics, numerical mathematics, the theory of random processes, estimation and control theory.

Gedetalleerde informatie over het boek. - Numerical Integration of Stochastic Differential Equations (Mathematics and Its Applications (closed)) (Mathematics and Its Applications (313), Band 313)


EAN (ISBN-13): 9789048144877
ISBN (ISBN-10): 9048144876
Gebonden uitgave
pocket book
Verschijningsjaar: 2010
Uitgever: Springer
180 Bladzijden
Gewicht: 0,281 kg
Taal: eng/Englisch

Boek bevindt zich in het datenbestand sinds 2012-11-12T20:48:35+01:00 (Amsterdam)
Detailpagina laatst gewijzigd op 2021-02-09T11:54:36+01:00 (Amsterdam)
ISBN/EAN: 9789048144877

ISBN - alternatieve schrijfwijzen:
90-481-4487-6, 978-90-481-4487-7


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