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Continuous-time random walks for the numerical solution of stochastic differential equations / / Nawaf Bou-Rabee, Eric Vanden-Eijnden
| 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
|
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| 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
| 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
| 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 | ||
| ||