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Numerical Solution of SDE Through Computer Experiments by Kloeden, Peter Eris, Platen, Eckhard, Schurz, Henri. (Springer,2007) [Paperback]

Name: Numerical Solution of SDE Through Computer Experiments by Kloeden, Peter Eris, Platen, Eckhard, Schurz, Henri. (Springer,2007) [Paperback]
Rating: 3.92 (1 reviews)

Peter E. Kloeden

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Numerical Solution of SDE Through Computer Experiments by Kloeden, Peter Eris, Platen, Eckhard, Schurz, Henri. . Springer, 2007 .

GenresMathematics

Unknown Binding

First published July 31, 1992

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Peter E. Kloeden

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Kenghis Khan

135 reviews28 followers

July 26, 2007

This amazing book is a must for all practitioners interested in probabilistic modeling. It presents the state of the art of this field in a concise, readable and logical presentation. What is so rewarding and amazing about the book is that one needs little more than a basic understanding of undergraduate mathematics to use the book. I have nothing but the highest regards for this text.