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Back to topNumerical Methods for Stochastic Partial Differential Equations with White Noise (Applied Mathematical Sciences #196) (Hardcover)
$139.99
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Description
Includes both theoretical and computational exercises, allowing for use with mixed-level classes
Provides Matlab codes for examples
The first book to emphasizes the Wong-Zakai approximation Offers an approach to stochastic modeling other than the common Monte Carlo methods