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:
Online Access:Connect to the full text of this electronic book
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