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Monte-Carlo Methods and Stochastic Processes
Language
English
English
Book
Paperback
This text focuses on the simulation of stochastic processes in continuous time and their link with P...
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Libristo code: 33061672
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177 b
177 b
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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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About the book
Full name
Monte-Carlo Methods and Stochastic Processes
Author
Emmanuel Gobet
Language
English
English
Binding
Book - Paperback
Date of issue
2020
Number of pages
336
EAN
9780367658465
ISBN
0367658461
Libristo code
33061672
Publishers
Taylor & Francis Ltd
Weight
510
Dimensions
233 x 157 x 25
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