Gobet, Emmanuel
Libros de: Gobet, Emmanuel
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Monte-Carlo Methods and Stochastic "From Linear to Non-Linear"
Gobet, Emmanuel
Taylor & Francis (2016)
- EAN: 9781498746229
- Páginas: 336
- Fecha de edición: 2016
pvp.60,50 €
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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 ...