Stochastic Numerical Methods: An Introduction for Students and Scientists

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thanks for sharing

thanks for sharing

thanks for sharing

thanks for sharing

kankan

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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.