Stochastic Numerics for Mathematical Physics
portes grátis
Stochastic Numerics for Mathematical Physics
Milstein, Grigori N.; Tretyakov, Michael V.
Springer Nature Switzerland AG
12/2022
736
Mole
Inglês
9783030820428
15 a 20 dias
1151
Descrição não disponível.
Mean-square Approximation for Stochastic Di?erential Equations.- Weak Approximation for Stochastic Di?erential Equations: Foundations.- Weak Approximation for Stochastic Di?erential Equations: Special Cases.- Numerical Methods for SDEs with Small Noise.- Geometric Integrators and Computing Ergodic Limits.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Stochastic Differential Equations;SDEs;backward SDEs;computing ergodic limits;geometric integration;nonglobal Lipshitz coefficients;multi-level Monte Carlo methods;variance reduction;stochastic PDEs;stochastic Hamiltonian systems;Langevin equation;nonlinear parabolic equations;Cauchy problem;Strong and Weak Approximation for SDE;mathematical biology;financial mathematics
Mean-square Approximation for Stochastic Di?erential Equations.- Weak Approximation for Stochastic Di?erential Equations: Foundations.- Weak Approximation for Stochastic Di?erential Equations: Special Cases.- Numerical Methods for SDEs with Small Noise.- Geometric Integrators and Computing Ergodic Limits.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Stochastic Differential Equations;SDEs;backward SDEs;computing ergodic limits;geometric integration;nonglobal Lipshitz coefficients;multi-level Monte Carlo methods;variance reduction;stochastic PDEs;stochastic Hamiltonian systems;Langevin equation;nonlinear parabolic equations;Cauchy problem;Strong and Weak Approximation for SDE;mathematical biology;financial mathematics
