The Locator -- [(subject = "Random walks Mathematics")]

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Author:
Bou-Rabee, Nawaf, author.
Title:
Continuous-time random walks for the numerical solution of stochastic differential equations / Nawaf Bou-Rabee, Eric Vanden-Eijnden.
Publisher:
American Mathematical Society,
Copyright Date:
2018
Description:
v, 124 pages ; 26 cm.
Subject:
Stochastic differential equations--Numerical solutions.
Random walks (Mathematics)
Random walks (Mathematics)
Stochastic differential equations--Numerical solutions.
Other Authors:
Vanden-Eijnden, Eric, 1968- author.
Notes:
Includes bibliographical references (pages 117-124).
Contents:
Introduction -- Algorithms -- Examples & applications -- Analysis on gridded state spaces -- Analysis on gridless state spaces -- Tridiagonal case -- Conclusion and outlook.
Series:
Memoirs of the American Mathematical Society, 0065-9266 ; number 1228
ISBN:
1470431815
9781470431815
OCLC:
(OCoLC)1048936517
LCCN:
2018053445
Locations:
OVUX522 -- University of Iowa Libraries (Iowa City)

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