Kód: 33061672
Monte-Carlo Methods and Stochastic Processes
Autor Emmanuel Gobet
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. T ... celý popis
- Jazyk:
Angličtina - Vazba: Brožovaná
- Počet stran: 336
Nakladatelství: Taylor & Francis Ltd, 2020
- Více informací o knize
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Anotace knihy
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
Parametry knihy
1691 Kč
- Plný název: Monte-Carlo Methods and Stochastic Processes
- Autor: Emmanuel Gobet
- Jazyk: Angličtina
- Vazba: Brožovaná
- Počet stran: 336
- EAN: 9780367658465
- ISBN: 0367658461
- ID: 33061672
- Nakladatelství: Taylor & Francis Ltd
- Hmotnost: 510 g
- Rozměry: 157 × 233 × 25 mm
- Datum vydání: 30. September 2020
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