Books

2 results found
Title Authors Description OpenBook ID
Numerical Integration of Stochastic Differential Equations Numerical Integration of Stochastic Differential Equations G. N. Milstein This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamental aspects in the contemporary theory … OL19891507W
An introduction to Lebesgue integration and Fourier series An introduction to Lebesgue integration and Fourier series David L. Myers,Howard J. Wilcox v, 159 p. : 24 cm OL3509576W