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中图分类法:
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O241 版次： |
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著者:
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Toral, Raul. |
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题名:
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Stochastic numerical methods : [ an introduction for students and scientists /] / , |
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出版发行:
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出版地： Weinheim, Germany : 出版社： Wiley-VCH 出版日期： c2014. |
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载体形态:
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xv, 402 p. : ill. ; 25 cm. |
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内容提要:
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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. |
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主题词:
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Numerical analysis. |
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主题词:
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Stochastic analysis. |
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主题词:
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Stochastic control theory. |
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主要责任者:
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Colet, Pere. |
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索书号:
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1 |