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Monte-Carlo Methods and Stochastic Processes

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Monte-Carlo Methods and Stochastic Processes Emmanuel Gobet
Libristo kod: 33061672
Nakladnici Taylor & Francis Ltd, rujan 2020
This text focuses on the simulation of stochastic processes in continuous time and their link with P... Cijeli 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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Informacije o knjizi

Puni naziv Monte-Carlo Methods and Stochastic Processes
Autor Emmanuel Gobet
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2020
Broj stranica 336
EAN 9780367658465
ISBN 0367658461
Libristo kod 33061672
Nakladnici Taylor & Francis Ltd
Težina 510
Dimenzije 233 x 157 x 25

Kategorija

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