Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear

by Emmanuel Gobet

Book Overview

Developed from the author's course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem...

• Format: Paperback
• Language: English
• ISBN: 0367658461
• ISBN13: 9780367658465
• Release Date: September 2020
• Publisher: CRC Press
• Length: 336 Pages
• Weight: 1.04 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"