Stochastic numerical methods an introduction for students and scientists
by
Toral, Raúl.
Title
:
Stochastic numerical methods an introduction for students and scientists
Author
:
Toral, Raúl.
ISBN
:
9781306907972
9783527683147
Publication Information
:
Weinheim, Germany : Wiley-VCH, ©2014.
Physical Description
:
1 online resource (xvi, 402 pages)
Abstract
:
Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis.
Subject Term
:
Numerical analysis.
Stochastic analysis.
Stochastic control theory.
Added Author
:
Colet, Pere.
Electronic Access
:
Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
---|
Online Library | E-Book | 342230-1001 | ONLINE(342230.1) | | Elektronik Kütüphane |