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Approximation of Multiple Ito and Stratonovich Stochastic Integrals: Multiple Fourier Series Approach

79.00 EUR 78.34 EUR 1% Off

Ein Fachbuch, das die Approximation mehrdimensionaler Ito‑ und Stratonovich‑Integrale mittels Fourier‑Serien analysiert; es liefert neue Verfahren zur numerischen Behandlung stochastischer Differentialgleichungen.

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