An introduction to the numerical simulation of stochastic differential equations:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Philadelphia
Society for Industrial and Applied Mathematics
[2021]
|
| Schriftenreihe: | Other titles in applied mathematics
169 |
| Schlagwörter: | |
| Abstract: | "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- |
| Umfang: | xv, 277 Seiten Illustrationen, Diagramme |
| ISBN: | 9781611976427 |
Internformat
MARC
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| 100 | 1 | |a Higham, Desmond J. |d 1964- |0 (DE-588)173028438 |4 aut | |
| 245 | 1 | 0 | |a An introduction to the numerical simulation of stochastic differential equations |c Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany |
| 264 | 1 | |a Philadelphia |b Society for Industrial and Applied Mathematics |c [2021] | |
| 300 | |a xv, 277 Seiten |b Illustrationen, Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Other titles in applied mathematics |v 169 | |
| 520 | 3 | |a "This book provides a lively, accessible introduction to the numerical solution of stochastic differential equations (SDEs)"-- | |
| 650 | 0 | 7 | |a Numerisches Verfahren |0 (DE-588)4128130-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Stochastic differential equations / Numerical solutions | |
| 653 | 0 | |a Stochastic differential equations / Numerical solutions | |
| 653 | 6 | |a Electronic books | |
| 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 |
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| 700 | 1 | |a Kloeden, Peter E. |d 1949- |0 (DE-588)115479155 |4 aut | |
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Datensatz im Suchindex
| DE-BY-TUM_call_number | 0102 MAT 650 2022 B 1325 0202 MAT 650 2021 B 1014 |
|---|---|
| DE-BY-TUM_katkey | 2555737 |
| DE-BY-TUM_location | 01 02 |
| DE-BY-TUM_media_number | 040008585760 040008580981 |
| _version_ | 1821934416469950464 |
| adam_text | |
| any_adam_object | |
| author | Higham, Desmond J. 1964- Kloeden, Peter E. 1949- |
| author_GND | (DE-588)173028438 (DE-588)115479155 |
| author_facet | Higham, Desmond J. 1964- Kloeden, Peter E. 1949- |
| author_role | aut aut |
| author_sort | Higham, Desmond J. 1964- |
| author_variant | d j h dj djh p e k pe pek |
| building | Verbundindex |
| bvnumber | BV047095621 |
| classification_rvk | SK 920 SK 820 |
| classification_tum | MAT 650 MAT 605 |
| ctrlnum | (OCoLC)1231968326 (DE-599)BVBBV047095621 |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV047095621 |
| illustrated | Illustrated |
| indexdate | 2025-01-11T14:33:24Z |
| institution | BVB |
| isbn | 9781611976427 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032502109 |
| oclc_num | 1231968326 |
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| owner_facet | DE-384 DE-91G DE-BY-TUM DE-M347 DE-83 DE-1043 DE-188 |
| physical | xv, 277 Seiten Illustrationen, Diagramme |
| publishDate | 2021 |
| publishDateSearch | 2021 |
| publishDateSort | 2021 |
| publisher | Society for Industrial and Applied Mathematics |
| record_format | marc |
| series | Other titles in applied mathematics |
| series2 | Other titles in applied mathematics |
| spellingShingle | Higham, Desmond J. 1964- Kloeden, Peter E. 1949- An introduction to the numerical simulation of stochastic differential equations Other titles in applied mathematics Numerisches Verfahren (DE-588)4128130-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4128130-5 (DE-588)4057621-8 |
| title | An introduction to the numerical simulation of stochastic differential equations |
| title_auth | An introduction to the numerical simulation of stochastic differential equations |
| title_exact_search | An introduction to the numerical simulation of stochastic differential equations |
| title_full | An introduction to the numerical simulation of stochastic differential equations Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany |
| title_fullStr | An introduction to the numerical simulation of stochastic differential equations Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany |
| title_full_unstemmed | An introduction to the numerical simulation of stochastic differential equations Desmond J. Higham, University of Edinburgh, Edinburgh, United Kingdom, Peter E. Kloeden, University of Tübingen, Tübingen, Germany |
| title_short | An introduction to the numerical simulation of stochastic differential equations |
| title_sort | an introduction to the numerical simulation of stochastic differential equations |
| topic | Numerisches Verfahren (DE-588)4128130-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Numerisches Verfahren Stochastische Differentialgleichung |
| volume_link | (DE-604)BV023088396 |
| work_keys_str_mv | AT highamdesmondj anintroductiontothenumericalsimulationofstochasticdifferentialequations AT kloedenpetere anintroductiontothenumericalsimulationofstochasticdifferentialequations |
Paper/Kapitel scannen lassen
Teilbibliothek Mathematik & Informatik
| Signatur: |
0102 MAT 650 2022 B 1325 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |
Teilbibliothek Physik
| Signatur: |
0202 MAT 650 2021 B 1014 Lageplan |
|---|---|
| Exemplar 1 | Ausleihbar Am Standort |