Stochastic Numerics for Mathematical Physics / by Grigori N. Milstein, Michael V. Tretyakov.

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

Online Access:	Full Text (via Springer)
Main Author:	Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
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)