Stochastic numerics for mathematical physics
By: G.N. Milstein, M.V. Tretyakov.
Contributors: Tretyakov, Michael V.
Series: Scientific computation
Publisher: Springer
Published: 2004
Place of publication: Berlin; New York; London
Language: eng
Number of pages: 594
Subjects: Stochastic differential equations; Mathematical physics
Notes: Includes bibliographical references (p. [571]-585) and index.