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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 : 單行本
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) :
ISBN:	0691142122 (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) :NT1206

LCCN: 2010014244

Nat. Bib. No.: GBB062570bnb

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

187147
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 /
LDR:00768cam _2200229 a_450 001 147020
003 DLC
005 20110421170243.0
008 100430s2010 njua b 001 0 eng
010 $a 2010014244
015 $a GBB062570 $2 bnb
016 7 $a 015556633 $2 Uk
020 $a 9780691142128 (cloth : alk. paper) : $c NT1206
020 $a 0691142122 (cloth : alk. paper)
035 $a 00143504
040 $a DLC $c DLC $d YDX $d BTCTA $d YDXCP $d UKM $d BWX $d CDX $d DLC
042 $a pcc
050 0 0 $a QA274.23 $b .X58 2010
082 0 0 $a 519.2 $2 22
100 1 $a Xiu, Dongbin, $d 1971- $3 187146
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 187147
650 0 $a Stochastic processes. $3 146788
650 0 $a Spectral theory (Mathematics) $3 148093
650 0 $a Approximation theory. $3 168292
650 0 $a Probabilities. $3 146794

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六樓西文書庫 (6th Floor-Western Books)

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