Overview
Includes both theoretical and computational exercises, allowing for use with mixed-level classesProvides Matlab codes for examplesThe first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the common Monte Carlo methods
- | Author: Zhongqiang Zhang
- | Publisher: Springer
- | Publication Date: Sep 12, 2017
- | Number of Pages: 394 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 3319575104
- | ISBN-13: 9783319575100