Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics, 6, Band 6) - Hardcover

Lapeyre, B.; Pardoux, É.; Sentis, R.

 
9780198525929: Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics, 6, Band 6)
Hardcover
ISBN 10: 0198525923 ISBN 13: 9780198525929
Verlag: Oxford University Press, 2003

Inhaltsangabe

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example.

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Verlag
Oxford University Press
Erscheinungsdatum
2003
Sprache
Englisch
ISBN 10 
0198525923
ISBN 13 
9780198525929
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
176
Kontakt zum Hersteller
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MI
20098
Italien

Weitere beliebte Ausgaben desselben Titels

9780198525936: Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics, 6)

Vorgestellte Ausgabe

ISBN 10:  0198525931 ISBN 13:  9780198525936
Verlag: Oxford University Press, 2003
Softcover