Applied stochastic analysis / Weinan E, Tiejun Li, Eric Vanden-Eijnden.
Uniform Title: | Graduate studies in mathematics ;
v. 199. |
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Main Authors: | |
Language: | English |
Published: |
Providence, Rhode Island :
American Mathematical Society,
[2019]
|
Series: | Graduate studies in mathematics ;
v. 199. |
Subjects: |
Probability theory and stochastic processes
> Instructional exposition (textbooks, tutorial papers, etc.)
Probability theory and stochastic processes
> Markov processes
> Computational methods in Markov chains.
Probability theory and stochastic processes
> Stochastic analysis
> Stochastic ordinary differential equations.
Probability theory and stochastic processes
> Stochastic analysis
> Computational methods for stochastic equations.
Numerical analysis
> Probabilistic methods, simulation and stochastic differential equations
> Monte Carlo methods.
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Physical Description: | xxi, 305 pages ; 27 cm. |
Format: | Book |
Call Number: | QA274.2 .E23 2019 |
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Bibliography Note: | Includes bibliographical references (pages 289-299) and index. |
ISBN: | 9781470449339 1470449331 |