The@ first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical d

This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.

This book deals with the application of spectral methods to problems of uncertainty propagation and quanti?cation in model-based computations. It speci?cally fo