01815nam 2200469 450 991079332170332120181117031513.01-4704-4919-6(CKB)4100000007520318(MiAaPQ)EBC5633666(RPAM)20738293(PPN)234776374(EXLCZ)99410000000752031820190206d2018 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierContinuous-time random walks for the numerical solution of stochastic differential equations /Nawaf Bou-Rabee, Eric Vanden-EijndenProvidence, RI :American Mathematical Society,[2018]©20181 online resource (v,124 pages) illustrationsMemoirs of the American Mathematical Society ;Number 12281-4704-3181-5 Includes bibliographical references.Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook.Memoirs of the American Mathematical Society ;Number 1228.Stochastic differential equationsNumerical solutionsRandom walks (Mathematics)Stochastic differential equationsNumerical solutions.Random walks (Mathematics)519.2Bou-Rabee Nawaf1469067Vanden-Eijnden EricMiAaPQMiAaPQMiAaPQBOOK9910793321703321Continuous-time random walks for the numerical solution of stochastic differential equations3680475UNINA