Monte-Carlo Methoden und stochastische Prozesse: Von linear bis nichtlinear, Har...
Monte-Carlo Methods and Stochastic Processes : From Linear to Non-Linear, Hardcover by Gobet, Emmanuel, ISBN 1498746225, ISBN-13 9781498746229, Like New Used, Free P&P in the UK In a textbook for an upper-division undergraduate course, Gobet summarizes Monte-Carlo methods in general, then focuses on the simulation of stochastic processes in continuous time, one of the many Monte-Carlo methods. Among his topics are three typical problems in random simulation, convergences and error estimates, stochastic differential equations and Feynman-Kac formulas, the Euler scheme for stochastic differential equations, simulation by empirical regression, and interacting particles and non-linear equations in the McKean sense. Annotation ©2016 Ringgold, Inc., Portland, OR ()
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