Xiu D. Numerical Methods for Stochastic Computations. A Spectral Method Approach

Princeton University Press, 2010. — xiv, 127 p.Basic Concepts of Probability Theory.
Survey of Orthogonal Polynomials and Approximation Theory.
Formulation of Stochastic Systems.
Generalized Polynomial Chaos.
Stochastic Galerkin Method.
Stochastic Collocation Method.
Miscellaneous Topics and Applications.