Continuous-time random walks for the numerical solution of stochastic differential equations

著者

• Bou-Rabee, Nawaf
• Vanden-Eijnden, Eric

書誌事項

Continuous-time random walks for the numerical solution of stochastic differential equations

Nawaf Bou-Rabee, Eric Vanden-Eijnden

（Memoirs of the American Mathematical Society, no. 1228）

American Mathematical Society, c2018

注記

Includes bibliographical references (p. 117-124)

"November 2018, volume 256, number 1228 (fourth of 6 numbers)"

• NII書誌ID(NCID): BB27545466
• ISBN:
  • 9781470431815
• LCCN: 2018053445
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Providence, R.I.
• ページ数/冊数: v, 124 p.
• 大きさ: 26 cm
• 分類:
  • LCC : QA274.23
  • DC23 : 519.2/2
• 件名:
  • LCSH : Stochastic differential equations -- Numerical solutions
  • LCSH : Random walks (Mathematics)
• 親書誌ID:
  • BA00035927