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An introduction to the numerical simulation of stochastic differential equations

An introduction to the numerical simulation of stochastic differential equations
Paper図書
Desmond J. Higham, Peter E. KloedenSociety for Industrial and Applied Mathematicsc2021
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions

Continuous-time random walks for the numerical solution of stochastic differential equations

Continuous-time random walks for the numerical solution of stochastic differential equations
Paper図書
Nawaf Bou-Rabee, Eric Vanden-EijndenAmerican Mathematical Societyc2018
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions Random walks (Mathematics)
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions Random walks (Mathematics)

Numerical methods for stochastic computations : a spectral method approach

Numerical methods for stochastic computations : a spectral method approach
Paper図書
Dongbin XiuPrinceton University Pressc2010
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions Stochastic processes Spectral...
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions Stochastic processes Spectral...

Numerical solution of stochastic differential equations : gw : us 3rd corrected printing

Numerical solution of stochastic differential equations : gw : us 3rd corrected printing
Paper図書
Peter E. Kloeden, Eckhard PlatenSpringer1999, c1992
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions

Numerical solution of SDE through computer experiments Corr. 3rd printing

Numerical solution of SDE through computer experiments Corr. 3rd printing
Paper図書
Peter E. Kloeden, Eckhard Platen, Henri SchurzSpringer2003
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions -- Data processing
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions -- Data processing

Numerical solution of stochastic differential equations : gw : us 2nd corrected printing

Numerical solution of stochastic differential equations : gw : us 2nd corrected printing
Paper図書
Peter E. Kloeden, Eckhard PlatenSpringer1995, c1992
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions

Numerical integration of stochastic differential equations : softcover

Numerical integration of stochastic differential equations : softcover
Paper図書
by G.N. MilsteinSpringer Science+Business Media1995
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions Wiener integrals
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions Wiener integrals

Numerical integration of stochastic differential equations

Numerical integration of stochastic differential equations
Paper図書
by G.N. MilsteinKluwer Academic Publishersc1995
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions Wiener integrals
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions Wiener integrals

Numerical solution of stochastic differential equations : gw : us

Numerical solution of stochastic differential equations : gw : us
Paper図書
Peter E. Kloeden, Eckhard PlatenSpringer-Verlagc1992
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions

Numerical solution of SDE through computer experiments Corr. 2nd printing

Numerical solution of SDE through computer experiments Corr. 2nd printing
Paper図書
Peter E. Kloeden, Eckhard Platen, Henri SchurzSpringer1997
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions -- Data processing
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions -- Data processing

Numerical solution of stochastic differential equations : gw : us 2nd corrected printing (Applications of mathematics ; 23)

Numerical solution of stochastic differential equations : gw : us 2nd corrected printing (Applications of mathematics ; 23)
Paper図書
Peter E. Kloeden, Eckhard PlatenSpringer1995, c1992.
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions

The Fokker-Planck equation for stochastic dynamical systems and its explicit steady state solutions

The Fokker-Planck equation for stochastic dynamical systems and its explicit steady state solutions
Paper図書
C. SoizeWorld Scientificc1994
Other Libraries in Japan
  • Subject Heading...ical solutions Stochastic differential equations -- Numerical solutions Hamiltonian systems Diffusion...
  • Subject Heading (ID)...ical solutions Stochastic differential equations -- Numerical solutions Hamiltonian systems Diffusion...

Numerical solution of SDE through computer experiments : gw : us

Numerical solution of SDE through computer experiments : gw : us
Paper図書
Peter E. Kloeden, Eckhard Platen, Henri SchurzSpringer-Verlagc1994
Other Libraries in Japan
  • Subject HeadingStochastic differential equations -- Numerical solutions -- Data processing
  • Subject Heading (ID)Stochastic differential equations -- Numerical solutions -- Data processing

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