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Monte-Carlo Methods and Stochastic Processes

Language EnglishEnglish
Book Paperback
Book Monte-Carlo Methods and Stochastic Processes Emmanuel Gobet
Libristo code: 33061672
Publishers Taylor & Francis Ltd, September 2020
This text focuses on the simulation of stochastic processes in continuous time and their link with P... Full description
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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
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

Categories

Mathematics & Science > Mathematics > Probability & statistics > Bayesian inference
Mathematics & Science > Mathematics > Applied mathematics
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