Stochastic methods for boundary value problems : numerics for high-dimensional PDEs and applications /
Karl K. Sabelfeld and Nikolai A. Simonov.
- ix, 198 pages : illustrations (some color) ; 25 cm
Includes bibliographical references (pages 193-198).
9783110479065 3110479060 3110479168
2016042706
Boundary value problems--Numerical solutions. Stochastic analysis. Random walks (Mathematics) Boundary value problems--Numerical solutions. Random walks (Mathematics) Stochastic analysis.