Stochastic Numerics for Mathematical Physics /

Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochasti...

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Bibliographic Details

Main Author:	Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Corporate Author:	SpringerLink (Online service)
Other Authors:	Tretyakov, Michael V.
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:	Scientific computation.
Subjects:	Physics. Computer science. Numerical analysis. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book