Name: Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear (en Inglés)
SKU: 55623621
Price: 59.76 USD
Availability: InStock
Author: Emmanuel Gobet

portada Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear (en Inglés)

Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear (en Inglés)

Formato

Libro Físico

Editorial

Crc Pr Inc

Autor

Emmanuel Gobet

Idioma

Inglés

N° páginas

336

Encuadernación

Tapa Blanda

ISBN13

9780367658465

N° edición

Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear (en Inglés)

Emmanuel Gobet (Autor) · Crc Pr Inc · Tapa Blanda

Libro Nuevo Importado

Envío: 23 a 30 días háb.

$ 119.51$ 59.76

-50%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan 72 unidades

$ 59.76

Llega entre el 29 Sep y el 13 Oct a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear (en Inglés)"

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 of numerical integration and computation of expectation by the Monte-Carlo method.The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numerical integration and computation of expectation, simulation of complex distributions, and stochastic optimization. The remainder of the text is organized in three parts of progressive difficulty. The first part presents basic tools for stochastic simulation and analysis of algorithm convergence. The second part describes Monte-Carlo methods for the simulation of stochastic differential equations. The final part discusses the simulation of non-linear dynamics.