Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear - Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France) - Bøger - Taylor & Francis Ltd - 9780367658465 - 30. september 2020
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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

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