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Numerical methods for stochastic com...

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Xiu, Dongbin, (1971-)

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Numerical methods for stochastic computations : = a spectral method approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Numerical methods for stochastic computations :/ Dongbin Xiu.
其他題名:	a spectral method approach /
作者:	Xiu, Dongbin,
出版者:	Princeton, N.J. :Princeton University Press, : c2010.,
面頁冊數:	xii, 125 p. :ill. ;25 cm.
標題:	Stochastic differential equations - Numerical solutions. -
ISBN:	9780691142128 (cloth : alk. paper) :

Numerical methods for stochastic computations : = a spectral method approach /
Xiu, Dongbin,1971-

Numerical methods for stochastic computations :a spectral method approach /Dongbin Xiu. - Princeton, N.J. :Princeton University Press,c2010. - xii, 125 p. :ill. ;25 cm.

Includes bibliographical references (p. [117]-125) and index.

ISBN: 9780691142128 (cloth : alk. paper) :US45.00

LCCN: 2010014244

Nat. Bib. No.: GBB062570bnb

Nat. Bib. Agency Control No.: 015556633UkSubjects--Topical Terms:

664179
Stochastic differential equations
--Numerical solutions.

LC Class. No.: QA274.23 / .X58 2010

Dewey Class. No.: 519.2

Numerical methods for stochastic computations : = a spectral method approach /
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020 $a 0691142122 (cloth : alk. paper)
035 $a (OCoLC)ocn466341417
035 $a AS-BW-100-N-01
040 $a DLC $c DLC $d YDX $d BTCTA $d YDXCP $d UKM $d BWX $d CDX $d DLC
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100 1 $a Xiu, Dongbin, $d 1971- $3 1299143
245 1 0 $a Numerical methods for stochastic computations : $b a spectral method approach / $c Dongbin Xiu.
260 # $a Princeton, N.J. : $b Princeton University Press, $c c2010.
300 $a xii, 125 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. [117]-125) and index.
650 # 0 $a Stochastic differential equations $x Numerical solutions. $3 664179
650 # 0 $a Stochastic processes. $3 520663
650 # 0 $a Spectral theory (Mathematics) $3 524915
650 # 0 $a Approximation theory. $3 628068
650 # 0 $a Probabilities. $3 518889

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QA274.23 X58 2010

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