Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden |
Autore | Bou-Rabee Nawaf |
Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2018] |
Descrizione fisica | 1 online resource (v,124 pages) : illustrations |
Disciplina | 519.2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Stochastic differential equations - Numerical solutions
Random walks (Mathematics) |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-4919-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910480226803321 |
Bou-Rabee Nawaf | ||
Providence, RI : , : American Mathematical Society, , [2018] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden |
Autore | Bou-Rabee Nawaf |
Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2018] |
Descrizione fisica | 1 online resource (v,124 pages) : illustrations |
Disciplina | 519.2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Stochastic differential equations - Numerical solutions
Random walks (Mathematics) |
ISBN | 1-4704-4919-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook. |
Record Nr. | UNINA-9910793321703321 |
Bou-Rabee Nawaf | ||
Providence, RI : , : American Mathematical Society, , [2018] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden |
Autore | Bou-Rabee Nawaf |
Pubbl/distr/stampa | Providence, RI : , : American Mathematical Society, , [2018] |
Descrizione fisica | 1 online resource (v,124 pages) : illustrations |
Disciplina | 519.2 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Stochastic differential equations - Numerical solutions
Random walks (Mathematics) |
ISBN | 1-4704-4919-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook. |
Record Nr. | UNINA-9910825641503321 |
Bou-Rabee Nawaf | ||
Providence, RI : , : American Mathematical Society, , [2018] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|