E, Weinan,
Applied stochastic analysis - Providence, R.I. : American Mathematical Society, c2019. - 1 online resource (xxi, 305 pages) - Graduate Studies in Mathematics, v. 199 .
Includes bibliographical references and index.
9781470452414 (online)
Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.).
Probability theory and stochastic processes -- Markov processes -- Computational methods in Markov chains.
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations.
Stochastic analysis.
Applied stochastic analysis - Providence, R.I. : American Mathematical Society, c2019. - 1 online resource (xxi, 305 pages) - Graduate Studies in Mathematics, v. 199 .
Includes bibliographical references and index.
9781470452414 (online)
Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.).
Probability theory and stochastic processes -- Markov processes -- Computational methods in Markov chains.
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations.
Stochastic analysis.