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

• Autore: Milstein, Grigori N.
• Pubblicazione: Cham, : Springer, 2021
• Edizione: 2. ed
• Descrizione fisica: xxv, 736 p. : ill. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Cauchy problem; Computing ergodic limits; Financial mathematics; Geometric Integration; Langevin equations; Mathematical biology; Multi-level Monte Carlo methods; Nonglobal Lipshitz coefficients; Nonlinear parabolic equations; Stochastic Hamiltonian systems; Stochastic Partial Differential Equations; Stochastic differential equations; Strong and Weak Approximation for Partial Differential Equations; Variance reduction
• Altri autori: Tretyakov, Michael V.
• Titolo autorizzato: Stochastic Numerics for Mathematical Physics
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00282825
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-030-82040-4
• Serie: Scientific computation Berlin . -Springer , 1977-