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Record Nr. |
UNINA9910825641503321 |
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Autore |
Bou-Rabee Nawaf |
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Titolo |
Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden |
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Pubbl/distr/stampa |
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Providence, RI : , : American Mathematical Society, , [2018] |
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©2018 |
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ISBN |
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Descrizione fisica |
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1 online resource (v,124 pages) : illustrations |
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Collana |
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Memoirs of the American Mathematical Society ; ; Number 1228 |
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Disciplina |
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Soggetti |
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Stochastic differential equations - Numerical solutions |
Random walks (Mathematics) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook. |
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