Posted by **Bayron** at Sept. 1, 2014

English | 2009 | ISBN: 048646900X | 288 pages | EPUB | 15 MB

Posted by **viserion** at Dec. 27, 2013

ISBN: 048646900X | 2009 | EPUB/MOBI | 288 pages | 14 MB/15 MB

Posted by **interes** at Sept. 1, 2015

English | ISBN: 048646900X | 2009 | EPUB | 288 pages | 14,6 MB

Posted by **DZ123** at May 12, 2015

English | 2008 | ISBN: 3540772057 | PDF | pages: 774 | 4,3 mb

Posted by **step778** at April 14, 2015

2006 | pages: 491 | ISBN: 3540290761 | PDF | 7,7 mb

Posted by **libr** at Sept. 12, 2014

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).

Posted by **interes** at Aug. 18, 2014

English | ISBN: 1461471710 | 2013 | 340 pages | PDF | 3,6 MB

One of the current main challenges in the area of scientific computing is the design and implementation of accurate numerical models for complex physical systems which are described by time dependent coupled systems of nonlinear PDEs.

Posted by **interes** at April 2, 2014

English | 2010-10-08 | ISBN: 3642120571 | 868 pages | PDF | 17 mb

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992).

Posted by **nebulae** at Oct. 8, 2013

English | ISBN: 1461471710 | 2013 | 340 pages | PDF | 3 MB

Posted by **elodar** at Sept. 17, 2013

English | 2006-01-13 | ISBN: 3527406107 | 212 pages | PDF | 5.61 mb