computing ergodic limits – Bücher zum Thema computing ergodic limits finden und kaufen

Stochastic Numerics for Mathematical Physics

Grigori N. Milstein, Michael V. Tretyakov
Springer International Publishing
171.19 € · Hardcover

Stochastic Differential Equations SDEs backward SDEs computing ergodic limits geometric integration nonglobal Lipshitz coefficients multi-level Monte Carlo methods variance reduction stochastic PDEs stochastic Hamiltonian systems Langevin equation nonlinear parabolic equations Cauchy problem Strong and Weak Approximation for SDE mathematical biology

This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Dif...

Stochastic Numerics for Mathematical Physics

Grigori N. Milstein, Michael V. Tretyakov
Springer International Publishing
160.49 € · eBook

Stochastic Differential Equations SDEs backward SDEs computing ergodic limits geometric integration nonglobal Lipshitz coefficients multi-level Monte Carlo methods variance reduction stochastic PDEs stochastic Hamiltonian systems Langevin equation nonlinear parabolic equations Cauchy problem Strong and Weak Approximation for SDE mathematical biology

This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Dif...

Stochastic Numerics for Mathematical Physics

Grigori N. Milstein, Michael V. Tretyakov
Springer International Publishing
171.19 € · Paperback

Stochastic Differential Equations SDEs backward SDEs computing ergodic limits geometric integration nonglobal Lipshitz coefficients multi-level Monte Carlo methods variance reduction stochastic PDEs stochastic Hamiltonian systems Langevin equation nonlinear parabolic equations Cauchy problem Strong and Weak Approximation for SDE mathematical biology

This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Dif...

Ergebnisse für: computing ergodic limits

Hier findest Du Bücher, die sich mit computing ergodic limits beschäftigen.