Numerical Integration
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This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamen
Language: en
Pages: 626
Pages: 626
Type: BOOK - Published: 2007-01-01 - Publisher: Courier Corporation
Useful to programmers and stimulating for theoreticians, this text offers a balanced presentation accessible to those with a background in calculus. Topics incl