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.

Description
Physical Description:	xii, 125 pages : illustrations ; 25 cm.
Bibliography:	Includes bibliographical references and index.
ISBN:	9780691142128 (cloth : alk. paper) 0691142122 (cloth : alk. paper)