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 Stochast...
| Main Author: | Milʹshteĭn, G. N. |
|---|---|
| Other Authors: | Tretyakov, Michael V.,, SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Cham, Switzerland :
Springer,
2021.
|
| Physical Description: |
1 online resource (xxv, 736 pages) : illustrations. |
| Edition: | Second edition. |
| Series: |
Scientific computation.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |