Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear (Bog, Paperback / softback, Engelsk)

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

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

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

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Alle detaljer

Forlag Taylor & Francis Ltd
Forfatter Emmanuel (Ecole Polytechnique - CMAP Gobet
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 30-09-2020
Første udgivelsesår 2020
Originalsprog United Kingdom
Sideantal 336
Indbinding Paperback / softback
Forlag Taylor & Francis Ltd
Sideoplysninger 336 pages
Mål 157 x 233 x 25
ISBN-13 / EAN-13 9780367658465