---

＜電子ブック＞
Numerical Integration of Stochastic Differential Equations / by G.N. Milstein
(Mathematics and Its Applications ; 313)

版	1st ed. 1995.
出版者	(Dordrecht : Springer Netherlands : Imprint: Springer)
出版年	1995
本文言語	英語
大きさ	VIII, 172 p : online resource
著者標目	*Milstein, G.N author SpringerLink (Online service)
件　名	LCSH:Numerical analysis LCSH:Probabilities LCSH:Mathematics FREE:Numerical Analysis FREE:Probability Theory FREE:Applications of Mathematics
一般注記	1. Mean-square approximation of solutions of systems of stochastic differential equations -- 2. Modeling of Itô integrals -- 3. Weak approximation of solutions of systems of stochastic differential equations -- 4. Application of the numerical integration of stochastic equations for the Monte-Carlo computation of Wiener integrals HTTP:URL=https://doi.org/10.1007/978-94-015-8455-5

 類似資料