LIBROS DEL AUTOR: grigori noah milstein

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  • Stochastic Numerics for Mathematical Physics
    Grigori Noah 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 stochastic equations. This approach leads to powerful computational mathematics that is p...
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