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Bibliographic Details
Main Authors:	Kloeden, Peter E. 1949- (Author), Platen, Eckhard 1949- (Author)
Format:	Book
Language:	English
Published:	Berlin [u.a.] Springer 1999
Edition:	Corr. 3. printing
Series:	Applications of mathematics 23
Subjects:	Análise estocastica Stochastic differential equations > Numerical solutions Stochastische Differentialgleichung Numerisches Verfahren
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
Item Description:	Erg. bildet: Kloeden, Peter E.: Numerical solution of SDE through computer experiments
Physical Description:	XXXVI, 636 S. graph. Darst.
ISBN:	3540540628

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Record in the Search Index

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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
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isbn	3540540628
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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

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Call Number:	0048 MAT 606f 2001 A 16808(1,1999)
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