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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| 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 |
Search Result 1
Search Result 2