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  • MONTE-CARLO METHODS AND STOCHASTIC PROCESSES
    ebook
    MONTE-CARLO METHODS AND STOCHASTIC PROCESSES
    EMMANUEL GOBET
    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 ...

    $1,380.00

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