Toral, Raúl.

Stochastic numerical methods : an introduction for students and scientists / Raúl Toral and Pere Colet. - xv, 402 pages : illustrations ; 25 cm. - Physics textbook . - Physics textbook. .

Includes bibliographical references (pages 377-381) and index.

9783527411498 (paperback)


Stochastic processes--Mathematical models.
Numerical analysis.
Stochastic analysis.
Stochastic control theory.

518.28 / TOR 2014