Sabelʹfelʹd, K. K.

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.

QA379 / .S234 2016

519.2/3