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...
Saved in:
| Online Access: |
Full Text (via Springer) |
|---|---|
| Main Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2004.
|
| Series: | Scientific computation.
|
| Subjects: |
Search Result 1
Stochastic numerics for mathematical physics
Published 2021
Full Text (via Springer)
Electronic
eBook
Search Result 2
