Stochastic numerical methods : an introduction for students and scientists /

• Main Author: Toral, Raúl
• Other Authors: Colet, Pere
• Format: eBook
• Language: English
• Published: Weinheim, Germany : Wiley-VCH, [2014]
• Subjects: Numerical analysis.; Stochastic analysis.; Stochastic control theory.; MATHEMATICS > Applied.; MATHEMATICS > Probability & Statistics > General.; Electronic books.

Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineeri...