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Computer Methods in Stochastic Modeling (Komputerowe metody w modelowaniu stochastycznym)

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Author Info

  • Aleksander Janicki
  • Adam Izydorczyk
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    Abstract

    The book can be classified as a work from a new quickly developing domain of applied and computational mathematics called numerical probability or computational stochastics. Authors present new computer methods of construction and investigation of various stochastic models describing problems arising in finance, economics, biology, physics and engineering, providing accurate descriptions of real-life phenomena. Enclosed original computer software package SDE-Solver helps to get deeper insight into different properties of examined models.

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    File URL: http://www.math.uni.wroc.pl/~janicki/wnt_book.html
    File Function: Link to book webpage
    Download Restriction: Yes

    Bibliographic Info

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    This book is provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Books with number hsbook0101 and published in 2001.

    Handle: RePEc:wuu:hsbook:hsbook0101

    Note: Published by WNT (www.wnt.pl), in Polish
    Contact details of provider:
    Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
    Phone: +48-71-3203530
    Fax: +48-71-3202654
    Email:
    Web page: http://prac.im.pwr.wroc.pl/~hugo
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