LIBROS DEL AUTOR: michael v tretyakov

2 resultados para LIBROS DEL AUTOR: michael v tretyakov

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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...
    Disponible

    211,61 €

  • 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...
    Disponible

    46,28 €