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

Author

Listed:
  • Aleksander Janicki
  • Adam Izydorczyk

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.

Suggested Citation

  • Aleksander Janicki & Adam Izydorczyk, 2001. "Computer Methods in Stochastic Modeling (Komputerowe metody w modelowaniu stochastycznym)," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0101.
    • Handle: RePEc:wuu:hsbook:hsbook0101
    Note: Published by WNT (www.wnt.pl), in Polish
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    File URL: http://www.math.uni.wroc.pl/~janicki/wnt_book.html
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