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 areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book ...
Read More
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 areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numerical integration and computation of expectation, simulation of complex distributions, and stochastic optimization. The remainder of the text is organized in three parts of progressive difficulty. The first part presents basic tools for stochastic simulation and analysis of algorithm convergence. The second part describes Monte-Carlo methods for the simulation of stochastic differential equations. The final part discusses the simulation of non-linear dynamics.
Read Less
Add this copy of Monte-Carlo Methods and Stochastic Processes: From to cart. $58.22, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2020 by Chapman & Hall/CRC.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Monte-Carlo Methods and Stochastic Processes: From to cart. $58.23, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2020 by Chapman & Hall/CRC.
Add this copy of Monte-Carlo Methods and Stochastic Processes: From to cart. $59.50, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2016 by Chapman and Hall/CRC.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Monte-Carlo Methods and Stochastic Processes to cart. $60.21, Sold by Zubal Books rated 5.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 2016 by Chapman and Hall/CRC.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
*Price HAS BEEN REDUCED by 10% until Monday, Feb. 17 (weekend sale item)* 336 pp., hardcover, new. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Add this copy of Monte-Carlo Methods and Stochastic Processes: From to cart. $71.80, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2020 by Chapman & Hall/CRC.
