Monte-Carlo Methods and Stochastic Processes : From Linear to Non-Linear
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This text focuses on the simulation of stochastic processes in continuous time and their link with 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-Car
Get Monte-Carlo Methods and Stochastic Processes by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Taylor & Francis Ltd and it has pages.