Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear free ebook download.

Home : Book details

Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear free ebook download

Category:
Mathematics

Views: 317
Likes: 271

Catalogue

Author(s):	Emmanuel Gobet

Date:	2017	Format:	EPUB	Language:	English	ISBN/ASIN:	1498746225
Pages:	1	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	2/15/2019 11:34:46 AM

To download click on link in the Links Table below

Description: Click to see full description

Developed from the authors 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.

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2414003	Book	http://k2s.cc/file/3c34493da1625/1498746...		25.00	alex21s

Tags: Linear Methods Monte-Carlo Non-Linear Processes Stochastic

Title	Link	Password	Size	Reason

Those who downloaded this book also downloaded the following books:
Comments

New comment: