1.

Record Nr.

UNICAMPANIAVAN00282825

Autore

Milstein, Grigori N.

Titolo

Stochastic Numerics for Mathematical Physics / Grigori N. Milstein, Michael V. Tretyakov

Pubbl/distr/stampa

Cham, : Springer, 2021

Edizione

[2. ed]

Descrizione fisica

xxv, 736 p. : ill. ; 24 cm

Altri autori (Persone)

Tretyakov, Michael V.

Soggetti

35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]

60-XX - Probability theory and stochastic processes [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]

60J22 - Computational methods in Markov chains [MSC 2020]

60J60 - Diffusion processes [MSC 2020]

65C05 - Monte Carlo methods [MSC 2020]

65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia