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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
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
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 |