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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1. udgave
Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France)
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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1. udgave
Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France)
This text focuses on the simulation of stochastic processes in continuous time and their link with PDEs. It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Car
310 pages
Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
Udgivet | 30. september 2020 |
ISBN13 | 9780367658465 |
Forlag | Taylor & Francis Ltd |
Antal sider | 336 |
Mål | 233 × 157 × 25 mm · 510 g |
Sprog | Engelsk |