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Gobet, Emmanuel

Libros de: Gobet, Emmanuel

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  • Monte-Carlo Methods and Stochastic "From Linear to Non-Linear"

    Monte-Carlo Methods and Stochastic "From Linear to Non-Linear"

    Gobet, Emmanuel

    Taylor & Francis (2016)

    valoración

    • EAN: 9781498746229
    • Páginas: 336
    • Fecha de edición: 2016

    pvp.60,50 €

    Disponible entre 11 y 20 dias

    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 ...