Stochastic Numerics for Mathematical Physics Michael V. Tretyakov
171,19 €
Titel: Stochastic Numerics for Mathematical Physics, Einband: Taschenbuch, Autor: Michael V. Tretyakov, Verlag: Springer International Publishing, Springer Nature Switzerland, Sprache: Englisch, Seiten: 764, Maße: 235x155x41 mm, Gewicht: 1136 g, Verkäufer: buch-mimpf, Schlagworte: Cauchy Problem Geometric Integration Langevin Equation SDEs Stochastic Differential Equations Strong and Weak Approximation for SDE backward SDEs computing ergodic limits financial mathematics mathematical biology multi-level Monte Carlo methods nonglobal Lipshitz coefficients nonlinear parabolic equations stochastic PDEs stochastic hamiltonian systems variance reduction.
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