Titlebook: Numerical Solution of SDE Through Computer Experiments; Peter E. Kloeden,Eckhard Platen,Henri Schurz Textbook 1994 Springer-Verlag Berlin

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ustainable tourism employment.Uncovers the nature and experi.Viewed through a politico-economic lens, Nordic countries share what is often referred to as the ‘Nordic model’, characterised by a comprehensive welfare state; higher spending on childcare; more equitable income distribution; and lifelong

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Weak Approximations,iven time instant as well as expectations of integrals of functions of such solutions over a given time interval. Simulation studies will provide an indication of the numerical efficiency of the schemes. Finally, some variance reduction methods will be discussed.

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0172-5939 problems using SDE.This 2nd volume can be used quite indepenThe numerical solution of stochastic differential equations is becoming an in­ dispensible worktool in a multitude of disciplines, bridging a long-standing gap between the well advanced theory of stochastic differential equations and its ap

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Textbook 1994nding gap between the well advanced theory of stochastic differential equations and its application to specific examples. This has been made possible by the much greater accessibility to high-powered computers at low-cost combined with the availability of new, effective higher order numerical scheme

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https://doi.org/10.1007/978-3-642-57913-4Computer Experiment; SDE; discrete time approximations; higher order numerical schemes; numerical simula

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Stochastic Differential Equations,A brief, heuristic introduction into stochastic integration and stochastic differential equations is given in this chapter, as well a derivation of stochastic Taylor expansions.

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