Stochastic numerical methods : an introduction for students and scientists /
Toral, Raúl.
Stochastic numerical methods : an introduction for students and scientists / Raúl Toral, and Pere Colet. - Weinheim, Germany : Wiley-VCH, ©2014. - 1 online resource (xvi, 402 pages)
Includes bibliographical references.
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.
1306907977 9781306907972 9783527683147 3527683143 9783527683130 3527683135 3527411496 9783527411498 3527683127 9783527683123 3527683119 9783527683116
622048 MIL
Numerical analysis.
Stochastic analysis.
Stochastic control theory.
MATHEMATICS--Applied.
MATHEMATICS--Probability & Statistics--General.
Numerical analysis.
Stochastic analysis.
Stochastic control theory.
Electronic books.
QA214 .T384 2014
511.8
Stochastic numerical methods : an introduction for students and scientists / Raúl Toral, and Pere Colet. - Weinheim, Germany : Wiley-VCH, ©2014. - 1 online resource (xvi, 402 pages)
Includes bibliographical references.
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.
1306907977 9781306907972 9783527683147 3527683143 9783527683130 3527683135 3527411496 9783527411498 3527683127 9783527683123 3527683119 9783527683116
622048 MIL
Numerical analysis.
Stochastic analysis.
Stochastic control theory.
MATHEMATICS--Applied.
MATHEMATICS--Probability & Statistics--General.
Numerical analysis.
Stochastic analysis.
Stochastic control theory.
Electronic books.
QA214 .T384 2014
511.8