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