Stochastic Numerics for Mathematical Physics /

This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Dif...

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Bibliographic Details

Main Authors:	Milstein, Grigori N. (Author), Tretyakov, Michael V. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:	2nd ed. 2021.
Series:	Scientific Computation,
Subjects:	Computer mathematics. Physics. Chemometrics. Applied mathematics. Engineering mathematics. Biomathematics. Finance-Mathematics. Computational Science and Engineering. Numerical and Computational Physics, Simulation. Math. Applications in Chemistry. Mathematical and Computational Engineering. Mathematical and Computational Biology. Financial Mathematics. Electronic books.
Online Access:	Connect to the full text of this electronic book