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

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

This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It p

Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in

These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for model