Numerical methods for stochastic computations : a spectral method approach /

Bibliographic Details
Main Author:	Xiu, Dongbin, 1971-
Format:	Book
Language:	English
Published:	Princeton, N.J. : Princeton University Press, [2010]
Subjects:	Stochastic differential equations > Numerical solutions. Stochastic processes. Spectral theory (Mathematics) Approximation theory. Probabilities.

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