Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear - Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France) - Böcker - Taylor & Francis Ltd - 9780367658465 - 30 september 2020
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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1:a utgåva

Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France)

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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1:a utgåva

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

Media Böcker     Pocketbok   (Bok med mjukt omslag och limmad rygg)
Releasedatum 30 september 2020
ISBN13 9780367658465
Utgivare Taylor & Francis Ltd
Antal sidor 336
Mått 233 × 157 × 25 mm   ·   510 g
Språk Engelska