TY  - BOOK
AU  - Toral,Raúl
AU  - Colet,Pere
TI  - Stochastic numerical methods: an introduction for students and scientists 
SN  - 1306907977
AV  - QA214 .T384 2014 
U1  - 511.8 
PY  - 2014///
CY  - Weinheim, Germany
PB  - Wiley-VCH
KW  - Numerical analysis
KW  - Stochastic analysis
KW  - Stochastic control theory
KW  - MATHEMATICS
KW  - Applied
KW  - bisacsh
KW  - Probability & Statistics
KW  - General
KW  - fast
KW  - Electronic books
N1  - Includes bibliographical references
N2  - Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis
UR  - http://onlinelibrary.wiley.com/book/10.1002/9783527683147
ER  -