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Numerical solution of stochastic differential equations
Authors: ---
ISSN: 01724568 ISBN: 3540540628 0387540628 364208107X 3662126168 9783540540625 9780387540627 Year: 1999 Volume: 23 Publisher: Berlin: Springer,

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Abstract

Keywords

Stochastic processes --- Ordinary differential equations --- Numerical solutions of differential equations --- Stochastic differential equations --- Equations différentielles stochastiques --- Numerical solutions --- Solutions numériques --- Numerical solutions. --- 681.3*G3 --- -519.6 --- 681.3 *G18 --- -519.2 --- Differential equations --- Fokker-Planck equation --- Probability and statistics: probabilistic algorithms (including Monte Carlo)random number generation statistical computing statistical software (Mathematics of computing) --- Computational mathematics. Numerical analysis. Computer programming --- Partial differential equations: difference methods elliptic equations finite element methods hyperbolic equations method of lines parabolic equations (Numerical analysis) --- 681.3 *G18 Partial differential equations: difference methods elliptic equations finite element methods hyperbolic equations method of lines parabolic equations (Numerical analysis) --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo)random number generation statistical computing statistical software (Mathematics of computing) --- Equations différentielles stochastiques --- Solutions numériques --- Basic Sciences. Mathematics --- Differential and Integral Equations --- Differential and Integral Equations. --- 681.3 *G18 Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) --- Stochastic differential equations - Numerical solutions --- -Stochastic differential equations --- -Numerical solutions


Book
Numerical solution of stochastic differential equations
Authors: ---
ISBN: 9783642081071 Year: 1999 Publisher: Berlin New York : Springer,

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