Continuous-time random walks for the numerical solution of stochastic differential equations/ Nawaf Bou-Rabee, Eric Vanden-Eijnden.

By:

Bou-Rabee, Nawaf [author.]

Contributor(s):

Vanden-Eijnden, Eric, 1968- [author.]

Series: Memoirs of the American Mathematical Society ; no. 1228.Publisher: Providence, RI: American Mathematical Society, [2018]Description: v, 124 pages; 26 cmISBN:

9781470431815
1470431815

Subject(s):

Contents:

Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	Castorina Estantes Abertas (Open Shelves)	Coleções de Monografias (Monographs Collections)		1	Available		39063000692015

Includes bibliographical references.

Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook.

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