Numerical solution of stochastic differential equations:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1999
|
| Ausgabe: | Corr. 3. printing |
| Schriftenreihe: | Applications of mathematics
23 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008941809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Erg. bildet: Kloeden, Peter E.: Numerical solution of SDE through computer experiments |
| Umfang: | XXXVI, 636 S. graph. Darst. |
| ISBN: | 3540540628 |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV013124861 | ||
| 003 | DE-604 | ||
| 005 | 20221207 | ||
| 007 | t| | ||
| 008 | 000427s1999 gw d||| |||| 00||| eng d | ||
| 020 | |a 3540540628 |9 3-540-54062-8 | ||
| 035 | |a (OCoLC)43344211 | ||
| 035 | |a (DE-599)BVBBV013124861 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-384 |a DE-703 |a DE-19 |a DE-91G |a DE-N2 |a DE-573 |a DE-355 |a DE-29T |a DE-739 |a DE-20 |a DE-83 |a DE-526 |a DE-11 |a DE-634 |a DE-188 |a DE-M347 | ||
| 050 | 0 | |a QA274.23 | |
| 082 | 0 | |a 519.2 |2 21 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
| 084 | |a SK 920 |0 (DE-625)143272: |2 rvk | ||
| 084 | |a 65U05 |2 msc | ||
| 084 | |a MAT 606f |2 stub | ||
| 084 | |a 60H10 |2 msc | ||
| 084 | |a MAT 679f |2 stub | ||
| 100 | 1 | |a Kloeden, Peter E. |d 1949- |e Verfasser |0 (DE-588)115479155 |4 aut | |
| 245 | 1 | 0 | |a Numerical solution of stochastic differential equations |c Peter E. Kloeden ; Eckhard Platen |
| 250 | |a Corr. 3. printing | ||
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1999 | |
| 300 | |a XXXVI, 636 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Applications of mathematics |v 23 | |
| 500 | |a Erg. bildet: Kloeden, Peter E.: Numerical solution of SDE through computer experiments | ||
| 650 | 7 | |a Análise estocastica |2 larpcal | |
| 650 | 4 | |a Stochastic differential equations |x Numerical solutions | |
| 650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Numerisches Verfahren |0 (DE-588)4128130-5 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |D s |
| 689 | 0 | 1 | |a Numerisches Verfahren |0 (DE-588)4128130-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Platen, Eckhard |d 1949- |e Verfasser |0 (DE-588)115479201 |4 aut | |
| 830 | 0 | |a Applications of mathematics |v 23 |w (DE-604)BV000895226 |9 23 | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008941809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-008941809 | |
Datensatz im Suchindex
| DE-BY-TUM_call_number | 0048 MAT 606f 2001 A 16808(1,1999) 0102 MAT 606f 2001 A 16808(3) |
|---|---|
| DE-BY-TUM_katkey | 1273971 |
| DE-BY-TUM_location | LSB 01 |
| DE-BY-TUM_media_number | 040010209657 040020060557 040020086499 |
| _version_ | 1821931955819642880 |
| adam_text | Contents
Suggestions
Basic Notation
Brief Survey of Stochastic Numerical Methods
Part I. Preliminaries
Chapter
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
Chapter
2.1
2.2
2.3
2.4
Part II. Stochastic Differential Equations
Chapter
3.1
3.2
3.3
3.4
3.5
Chapter
4.1
4.2
XII CONTENTS
4.3
4.4
4.5
4.6
4.7
4.8
4.9
Chapter
5.1
5.2
5.3
5.4
5.5
5.6
5.7
5.8
5.9
5.10
of Truncated Stratonovich-Taylor Expansions
5.11
5.12
Part
Chapter
Differential Equations
6.1
6.2
6.3
6.4
6.5
6.6
Chapter
7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8
and Nemantic Liquid Crystals
7.9
CONTENTS XIII
7.10 Josephson
eind
Part
Chapter
of Deterministic Differential Equations
8.1
8.2
8.3
8.4
Chapter
Time Discrete Approximation
9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
Part V. Strong Approximations
Chapter
10.1
10.2
10.3
10.4
10.5
10.6
10.7
10.8
Chapter
11.1
11.2
11.3
11.4
11.5
XIV CONTENTS
Chapter
12.1
12.2
12.3
12.4
12.5
12.6
Chapter
of Strong Approximations
13.1
13.2
13.3
13.4
Part VI. Weak Approximations
Chapter
14.1
14.2
14.3
14.4
14.5
14.6
Chapter
15.1
15.2
15.3
15.4
15.5
15.6
Chapter
16.1
16.2
16.3
16.4
Chapter
17.1
17.2
17.3
CONTENTS
Solutions
Bibliographical Notes
Bibliography
Index
|
| any_adam_object | 1 |
| author | Kloeden, Peter E. 1949- Platen, Eckhard 1949- |
| author_GND | (DE-588)115479155 (DE-588)115479201 |
| author_facet | Kloeden, Peter E. 1949- Platen, Eckhard 1949- |
| author_role | aut aut |
| author_sort | Kloeden, Peter E. 1949- |
| author_variant | p e k pe pek e p ep |
| building | Verbundindex |
| bvnumber | BV013124861 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.23 |
| callnumber-search | QA274.23 |
| callnumber-sort | QA 3274.23 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 237 SK 820 SK 920 |
| classification_tum | MAT 606f MAT 679f |
| ctrlnum | (OCoLC)43344211 (DE-599)BVBBV013124861 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | Corr. 3. printing |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02236nam a2200529 cb4500</leader><controlfield tag="001">BV013124861</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20221207 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">000427s1999 gw d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540540628</subfield><subfield code="9">3-540-54062-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)43344211</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013124861</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-573</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-526</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-634</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-M347</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA274.23</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 920</subfield><subfield code="0">(DE-625)143272:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">65U05</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 606f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60H10</subfield><subfield code="2">msc</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 679f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Kloeden, Peter E.</subfield><subfield code="d">1949-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)115479155</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Numerical solution of stochastic differential equations</subfield><subfield code="c">Peter E. Kloeden ; Eckhard Platen</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Corr. 3. printing</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">1999</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XXXVI, 636 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Applications of mathematics</subfield><subfield code="v">23</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Erg. bildet: Kloeden, Peter E.: Numerical solution of SDE through computer experiments</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Análise estocastica</subfield><subfield code="2">larpcal</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic differential equations</subfield><subfield code="x">Numerical solutions</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Numerisches Verfahren</subfield><subfield code="0">(DE-588)4128130-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Numerisches Verfahren</subfield><subfield code="0">(DE-588)4128130-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Platen, Eckhard</subfield><subfield code="d">1949-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)115479201</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Applications of mathematics</subfield><subfield code="v">23</subfield><subfield code="w">(DE-604)BV000895226</subfield><subfield code="9">23</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008941809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008941809</subfield></datafield></record></collection> |
| id | DE-604.BV013124861 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:41:42Z |
| institution | BVB |
| isbn | 3540540628 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008941809 |
| oclc_num | 43344211 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-N2 DE-573 DE-355 DE-BY-UBR DE-29T DE-739 DE-20 DE-83 DE-526 DE-11 DE-634 DE-188 DE-M347 |
| owner_facet | DE-384 DE-703 DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-N2 DE-573 DE-355 DE-BY-UBR DE-29T DE-739 DE-20 DE-83 DE-526 DE-11 DE-634 DE-188 DE-M347 |
| physical | XXXVI, 636 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Springer |
| record_format | marc |
| series | Applications of mathematics |
| series2 | Applications of mathematics |
| spellingShingle | Kloeden, Peter E. 1949- Platen, Eckhard 1949- Numerical solution of stochastic differential equations Applications of mathematics Análise estocastica larpcal Stochastic differential equations Numerical solutions Stochastische Differentialgleichung (DE-588)4057621-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd |
| subject_GND | (DE-588)4057621-8 (DE-588)4128130-5 |
| title | Numerical solution of stochastic differential equations |
| title_auth | Numerical solution of stochastic differential equations |
| title_exact_search | Numerical solution of stochastic differential equations |
| title_full | Numerical solution of stochastic differential equations Peter E. Kloeden ; Eckhard Platen |
| title_fullStr | Numerical solution of stochastic differential equations Peter E. Kloeden ; Eckhard Platen |
| title_full_unstemmed | Numerical solution of stochastic differential equations Peter E. Kloeden ; Eckhard Platen |
| title_short | Numerical solution of stochastic differential equations |
| title_sort | numerical solution of stochastic differential equations |
| topic | Análise estocastica larpcal Stochastic differential equations Numerical solutions Stochastische Differentialgleichung (DE-588)4057621-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd |
| topic_facet | Análise estocastica Stochastic differential equations Numerical solutions Stochastische Differentialgleichung Numerisches Verfahren |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008941809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000895226 |
| work_keys_str_mv | AT kloedenpetere numericalsolutionofstochasticdifferentialequations AT plateneckhard numericalsolutionofstochasticdifferentialequations |
Inhaltsverzeichnis
Paper/Kapitel scannen lassen
Paper/Kapitel scannen lassen
Handapparate (nicht verfügbar)
| Signatur: |
0048 MAT 606f 2001 A 16808(1,1999) Lageplan |
|---|---|
| Exemplar 1 | Dauerhaft ausgeliehen Ausgeliehen – Rückgabe bis: 31.12.9999 |
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 606f 2001 A 16808(3) Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |
| Exemplar 2 | Ausleihbar Am Standort |