02882nam0 22006133i 450 VAN0028282520250108034415.102N978303082040420241112d2021 |0itac50 baengCH|||| |||||i e bcrStochastic Numerics for Mathematical PhysicsGrigori N. Milstein, Michael V. Tretyakov2. edChamSpringer2021xxv, 736 p.ill.24 cm001VAN000342422001 Scientific computation210 BerlinSpringer1977-35R60PDEs with randomness, stochastic partial differential equations [MSC 2020]VANC025169MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60H10Stochastic ordinary differential equations [MSC 2020]VANC020682MF60H35Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]VANC031116MF60J22Computational methods in Markov chains [MSC 2020]VANC035193MF60J60Diffusion processes [MSC 2020]VANC021477MF65C05Monte Carlo methods [MSC 2020]VANC020429MF65C30Numerical solutions to stochastic differential and integral equations [MSC 2020]VANC023284MFCauchy problemKW:KComputing ergodic limitsKW:KFinancial mathematicsKW:KGeometric IntegrationKW:KLangevin equationsKW:KMathematical biologyKW:KMulti-level Monte Carlo methodsKW:KNonglobal Lipshitz coefficientsKW:KNonlinear parabolic equationsKW:KStochastic Hamiltonian systemsKW:KStochastic Partial Differential EquationsKW:KStochastic differential equationsKW:KStrong and Weak Approximation for Partial Differential EquationsKW:KVariance reductionKW:KCHChamVANL001889MilsteinGrigori N.VANV2358421774382TretyakovMichael V.VANV2358431774383Springer <editore>VANV108073650ITSOL20250912RICAhttp://doi.org/10.1007/978-3-030-82040-4E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00282825BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 9711 08eMF9711 20241127 Stochastic Numerics for Mathematical Physics4286331UNICAMPANIA