LEADER 01815nam 2200469 450 001 9910825641503321 005 20181117031513.0 010 $a1-4704-4919-6 035 $a(CKB)4100000007520318 035 $a(MiAaPQ)EBC5633666 035 $a(RPAM)20738293 035 $a(PPN)234776374 035 $a(EXLCZ)994100000007520318 100 $a20190206d2018 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aContinuous-time random walks for the numerical solution of stochastic differential equations /$fNawaf Bou-Rabee, Eric Vanden-Eijnden 210 1$aProvidence, RI :$cAmerican Mathematical Society,$d[2018] 210 4$dİ2018 215 $a1 online resource (v,124 pages) $cillustrations 225 1 $aMemoirs of the American Mathematical Society ;$vNumber 1228 311 $a1-4704-3181-5 320 $aIncludes bibliographical references. 327 $aIntroduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook. 410 0$aMemoirs of the American Mathematical Society ;$vNumber 1228. 606 $aStochastic differential equations$xNumerical solutions 606 $aRandom walks (Mathematics) 615 0$aStochastic differential equations$xNumerical solutions. 615 0$aRandom walks (Mathematics) 676 $a519.2 700 $aBou-Rabee$b Nawaf$01685063 702 $aVanden-Eijnden$b Eric 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910825641503321 996 $aContinuous-time random walks for the numerical solution of stochastic differential equations$94056899 997 $aUNINA