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Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
Paperback
General MathematicsProbability & Statistics
ISBN13: 9780367658465
Publisher: Crc Pr Inc
Published: Sep 30 2020
Pages: 336
Weight: 1.04
Height: 0.70 Width: 6.14 Depth: 9.21
Language: English
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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