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

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Hauptverfasser: Bou-Rabee, Nawaf (VerfasserIn), Vanden-Eijnden, Eric (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Providence, Rhode Island American Mathematical Society [2018]
Schriftenreihe:Memoirs of the American Mathematical Society Volume 256, Number 1228
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Datensatz im Suchindex

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author Bou-Rabee, Nawaf
Vanden-Eijnden, Eric
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Vanden-Eijnden, Eric
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spelling Bou-Rabee, Nawaf (DE-588)1176683675 aut
Continuous-time random walks for the numerical solution of stochastic differential equations Nawaf Bou-Rabee, Eric Vanden-Eijnden
Providence, Rhode Island American Mathematical Society [2018]
© 2018
v, 124, 4 ungezählte Seiten Diagramme
txt rdacontent
n rdamedia
nc rdacarrier
Memoirs of the American Mathematical Society Volume 256, Number 1228
Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf
Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf
Stochastische Differentialgleichung (DE-588)4057621-8 s
DE-604
Irrfahrtsproblem (DE-588)4162442-7 s
Vanden-Eijnden, Eric aut
Memoirs of the American Mathematical Society Volume 256, Number 1228 (DE-604)BV008000141 1228
spellingShingle Bou-Rabee, Nawaf
Vanden-Eijnden, Eric
Continuous-time random walks for the numerical solution of stochastic differential equations
Memoirs of the American Mathematical Society
Irrfahrtsproblem (DE-588)4162442-7 gnd
Stochastische Differentialgleichung (DE-588)4057621-8 gnd
subject_GND (DE-588)4162442-7
(DE-588)4057621-8
title Continuous-time random walks for the numerical solution of stochastic differential equations
title_auth Continuous-time random walks for the numerical solution of stochastic differential equations
title_exact_search Continuous-time random walks for the numerical solution of stochastic differential equations
title_full Continuous-time random walks for the numerical solution of stochastic differential equations Nawaf Bou-Rabee, Eric Vanden-Eijnden
title_fullStr Continuous-time random walks for the numerical solution of stochastic differential equations Nawaf Bou-Rabee, Eric Vanden-Eijnden
title_full_unstemmed Continuous-time random walks for the numerical solution of stochastic differential equations Nawaf Bou-Rabee, Eric Vanden-Eijnden
title_short Continuous-time random walks for the numerical solution of stochastic differential equations
title_sort continuous time random walks for the numerical solution of stochastic differential equations
topic Irrfahrtsproblem (DE-588)4162442-7 gnd
Stochastische Differentialgleichung (DE-588)4057621-8 gnd
topic_facet Irrfahrtsproblem
Stochastische Differentialgleichung
volume_link (DE-604)BV008000141
work_keys_str_mv AT bourabeenawaf continuoustimerandomwalksforthenumericalsolutionofstochasticdifferentialequations
AT vandeneijndeneric continuoustimerandomwalksforthenumericalsolutionofstochasticdifferentialequations