Numerical methods for stochastic computations

a spectral method approach

by

125 pages

English language

Published Sept. 9, 2010 by Princeton University Press.

ISBN:
978-0-691-14212-8
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OCLC Number:
466341417

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2 editions

Subjects

  • Probabilities
  • Stochastic processes
  • Numerical solutions
  • Approximation theory
  • Spectral theory (Mathematics)
  • Stochastic differential equations