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Stochastic numerics for mathematical physics / G.N. Milstein, M.V. Tretyakov.

LIBRA QA274.23 .M56 2004
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Format:
Book
Author/Creator:
Milʹshteĭn, G. N. (Grigoriĭ Noĭkhovich)
Contributor:
Tretyakov, Michael V.
Series:
Scientific computation
Language:
English
Subjects (All):
Stochastic differential equations.
Differential equations, Partial--Numerical solutions.
Differential equations, Partial.
Mathematical physics.
Physical Description:
ixx, 594 pages : illustrations ; 24 cm.
Place of Publication:
Berlin ; New York : Springer, [2004]
Notes:
Includes bibliographical references (pages [571]-585) and index.
ISBN:
3540211101
OCLC:
55653307

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