Peter Eris Kloeden

Eckhard Platen

Henri Schurz

The rich set of examples and problems integrated throughout this book will help readers gain a better understanding of where and how to apply Statistical Quality Control (SQC) tools. Real projects, cases and data sets show clearly how SQC tools are used in practice. Topics are covered in the right amount of detail to give insight into their relative importance in modern quality assurance and the ability to immediately use them.

内容詳細

This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.

著者：Henri Schurzの検索結果

Numerical Solution of SDE Through Computer Experiments (Universitext)