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. $67.43, like 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:
Fine. Intended for professional and scholarly 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. $67.90, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2020 by Chapman & Hall/CRC.
Add this copy of Monte-Carlo Methods and Stochastic Processes: From to cart. $68.04, 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 professional and scholarly 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. $70.05, 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. $70.39, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2020 by Chapman & Hall/CRC.
Add this copy of Monte-Carlo Methods and Stochastic Processes: From to cart. $70.71, new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2020 by Chapman & Hall/CRC.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Intended for professional and scholarly 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. $71.61, like new condition, Sold by GreatBookPricesUK5 rated 4.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2020 by Chapman & Hall/CRC.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Intended for professional and scholarly 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 to cart. $73.84, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2020 by CRC Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
