By Peter Eris Kloeden,Eckhard Platen,Henri Schurz
This e-book offers an simply available, computationally-oriented creation into the numerical resolution of stochastic differential equations utilizing desktop experiments. It develops within the reader a capability to use numerical equipment fixing stochastic differential equations. It additionally creates an intuitive realizing of the required theoretical historical past. software program containing courses for over a hundred difficulties is out there online.
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