• RecordNumber
    102039
  • Author

    Xiu, Dongbin

  • Birth-Death
    1971
  • Addition
    ,
  • Title

    Numerical methods for stochastic computations

  • SubTitle
    a spectral method approach
  • Author Statement
    Dongbin Xiu
  • Publication
    Princeton University Press,
  • Publication Year
    c2010
  • Collation
    xii, 125 p. : ill. ; 25 cm.
  • Bibliography
    Includes bibliographical references (p. [117]-125) and index.
  • Subject

    Stochastic differential equations,Stochastic processes,Spectral theory (Mathematics),Approximation theory,Probabilities

  • Main Class
    519.2
  • ISBN
    9780691142128 (cloth : alk. paper) ,