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Numerical methods for stochastic partial differential equations with white noise
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stoc...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2017
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-57511-7 http://cds.cern.ch/record/2287881 |