This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begi

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research

This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and

Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are u