Numerical methods for stochastic computations
Subtitle: a spectral method approach
By: Dongbin Xiu
Publisher: Princeton University Press
Published: 2010
Place of publication: Princeton, N.J
Language: eng
Number of pages: 125
ISBN-13: 9780691142128
Subjects: Probabilities; Stochastic processes; Numerical solutions; Approximation theory; Spectral theory (Mathematics); Stochastic differential equations
Notes: Includes bibliographical references and index.