Xiu, Dongbin
Numerical methods for stochastic computations : a spectral method approach
- New Jersey: Princeton University Press, 2010
- xii, 125 p.; ill.: 24 cm.
9780691142128 (hbk)
Approximation theory
Probabilities
Spectral theory (Mathematics)
Stochastic differential equations-Numerical solutions
Stochastic processes
519.2 / XIU