Numerical Analysis of Stochastic Processes

Wolf-Jürgen Beyn, Raphael Kruse (Autoren)

Buch | Softcover

XII, 300 Seiten

2025
De Gruyter (Verlag)
978-3-11-044337-0 (ISBN)

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lt;p>This textbook is a introduction to the art of analysing, approximating and solving stochastic differential equations. Random number generation and Monte Carlo methods as well as convergence theorems and discretisation effects are discussed. Apart from mathematical problems, these equations occur in physical, engineering and economic models, e.g., due to a lack of knowledge of the underlying complex systems.

Wolf-Jürgen Beyn, University of Bielefeld, Germany; Raphael Kruse, Technical University of Berlin, Germany.

Erscheinungsdatum	10.05.2022
Reihe/Serie	De Gruyter Textbook
Zusatzinfo	20 b/w and 20 col. ill.
Verlagsort	Berlin/Boston
Sprache	englisch
Maße	170 x 240 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	DGS • Mathematics • probability and statistics • Projektmanagement • Riedl • Stochastische Differentialgleichung • Stochastischer Prozess • Textbook
ISBN-10	3-11-044337-6 / 3110443376
ISBN-13	978-3-11-044337-0 / 9783110443370
Zustand	Neuware