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Monte-Carlo Methods and Stochastic Processes

Jezik AngleščinaAngleščina
Knjiga Mehka
Knjiga Monte-Carlo Methods and Stochastic Processes Emmanuel Gobet
Koda Libristo: 33061672
Založba Taylor & Francis Ltd, september 2020
This text focuses on the simulation of stochastic processes in continuous time and their link with P... Celoten opis
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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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O knjigi

Polni naslov Monte-Carlo Methods and Stochastic Processes
Avtor Emmanuel Gobet
Jezik Angleščina
Vezava Knjiga - Mehka
Datum izida 2020
Število strani 336
EAN 9780367658465
ISBN 0367658461
Koda Libristo 33061672
Založba Taylor & Francis Ltd
Teža 510
Mere 233 x 157 x 25

Kategorije

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