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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear Gobet, Emmanuel (Ecole Polytechnique - CMAP, Palaiseau Cedex, France) 1.º edición
Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 30 de septiembre de 2020 |
| ISBN13 | 9780367658465 |
| Editores | Taylor & Francis Ltd |
| Páginas | 336 |
| Dimensiones | 233 × 157 × 25 mm · 510 g |
| Lengua | Inglés |