LIBROS DEL AUTOR: grigori n milstein

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  • Stochastic Numerics for Mathematical Physics
    Grigori N. Milstein / Michael V. Tretyakov
    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 Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; cond...
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    211,61 €