Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear - Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France) - Books - Taylor & Francis Ltd - 9780367658465 - September 30, 2020
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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1st edition

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

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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear 1st edition

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 Books     Paperback Book   (Book with soft cover and glued back)
Released September 30, 2020
ISBN13 9780367658465
Publishers Taylor & Francis Ltd
Pages 336
Dimensions 233 × 157 × 25 mm   ·   510 g
Language English  

See all of Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France) ( e.g. Paperback Book )