Numerical methods for stochastic computations:
Xiu, Dongbin,
Numerical methods for stochastic computations: a spectral method approach / Dongbin Xiu. - Princeton, N.J Princeton University Press 2010 - xii, 125 p. ill. 25 cm.
Includes bibliographical references (p. [117]-125) and index.
9780691142128
Stochastic differential equations--Numerical solutions.
Stochastic processes.
Spectral theory (Mathematics)
Approximation theory.
Probabilities.
QA274.23 .X58 2010
Numerical methods for stochastic computations: a spectral method approach / Dongbin Xiu. - Princeton, N.J Princeton University Press 2010 - xii, 125 p. ill. 25 cm.
Includes bibliographical references (p. [117]-125) and index.
9780691142128
Stochastic differential equations--Numerical solutions.
Stochastic processes.
Spectral theory (Mathematics)
Approximation theory.
Probabilities.
QA274.23 .X58 2010