The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an eas
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer e
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi