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| Descrizione | *Stochastic Numerics for Mathematical Physics / Grigori N. Milstein, Michael V. Tretyakov. - 2. ed. - Cham : Springer, 2021. - xxv, 736 p. : ill. ; 24 cm | |
| ISBN E-Book | 9783030820404 | |
| Collana | Scientific computation | |
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| Parole chiave |
Cauchy problem
Computing ergodic limits Financial mathematics Geometric Integration Langevin equations Mathematical biology Multi-level Monte Carlo methods Nonglobal Lipshitz coefficients Nonlinear parabolic equations Stochastic Hamiltonian systems Stochastic Partial Differential Equations Stochastic differential equations Strong and Weak Approximation for Partial Differential Equations Variance reduction |
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| Luogo pubblicazione | Cham | |
| Editori | Springer <editore> | |
| Anno pubblicazione | 2021 |