Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden
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| Autore: |
Bou-Rabee Nawaf
|
| Titolo: |
Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden
|
| Pubblicazione: | Providence, RI : , : American Mathematical Society, , [2018] |
| ©2018 | |
| Descrizione fisica: | 1 online resource (v,124 pages) : illustrations |
| Disciplina: | 519.2 |
| Soggetto topico: | Stochastic differential equations - Numerical solutions |
| Random walks (Mathematics) | |
| Persona (resp. second.): | Vanden-EijndenEric |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook. |
| Titolo autorizzato: | Continuous-time random walks for the numerical solution of stochastic differential equations |
| ISBN: | 1-4704-4919-6 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910793321703321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Memoirs of the American Mathematical Society ; ; Number 1228.