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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1er édition
Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France)
Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1er édition
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
Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
Validé | 30 septembre 2020 |
ISBN13 | 9780367658465 |
Éditeurs | Taylor & Francis Ltd |
Pages | 336 |
Dimensions | 233 × 157 × 25 mm · 510 g |
Langue et grammaire | English |