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Numerical Methods for Stochastic Partial Differential Equations with White Noise
Hardcover
Series: Applied Mathematical Sciences, Book 196
General MathematicsProbability & Statistics
ISBN13: 9783319575100
Publisher: Springer Nature
Published: Sep 12 2017
Pages: 394
Weight: 1.25
Height: 1.00 Width: 6.10 Depth: 9.00
Language: English
Provides Matlab codes for examples
The first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the common Monte Carlo methods
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