Stochastic numerical methods : an introduction for students and scientists
Toral, Raśl.
creator
Colet, Pere.
text
bibliography
Electronic books.
gw
Weinheim, Germany
Wiley-VCH
©2014
2014
monographic
eng
1 online resource (xvi, 402 pages)
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 Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis.
Raśl Toral, and Pere Colet.
Includes bibliographical references.
Numerical analysis
Stochastic analysis
Stochastic control theory
MATHEMATICS
Applied
MATHEMATICS
Probability & Statistics
General
Numerical analysis
Stochastic analysis
Stochastic control theory
QA214 .T384 2014
511.8
Stochastic numerical methods : an introduction for students and scientists
Toral, Raśl.
Weinheim, Germany : Wiley-VCH, ©2014
xv, 400 pages
1306907977
9781306907972
9783527683147
3527683143
9783527683130
3527683135
3527411496
9783527411498
3527683127
9783527683123
3527683119
9783527683116
622048 MIL
http://onlinelibrary.wiley.com/book/10.1002/9783527683147
http://onlinelibrary.wiley.com/book/10.1002/9783527683147
IDEBK
140704
20171026135414.0
ocn882609092
eng