ebooks and download videos Search All  Title  Author 
Home / Nonfiction / Mathematics / Probability & Statistics / Bayesian Analysis

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

| £58.28 | €65.55 | Ca$94.56 | Au$93.32
by Emmanuel Gobet
What is this?DRM-EPUB by download  |  $69.95
What is this?DRM-PDF by download  |  $69.95
add to wish list
Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear by Emmanuel Gobet

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.

To view this DRM protected ebook on your desktop or laptop you will need to have Adobe Digital Editions installed. It is a free software. We also strongly recommend that you sign up for an AdobeID at the Adobe website. For more details please see FAQ 1&2. To view this ebook on an iPhone, iPad or Android mobile device you will need the Adobe Digital Editions app, or BlueFire Reader or Txtr app. These are free, too. For more details see this article.

SHARE  Share by Email  Share on Facebook  Share on Twitter  Share on Linked In  Share on Delicious
or call in the US toll free 1-888-866-9150 product ID: 859256

Ebook Details
Pages: 336
Size: 13.2 MB
Publisher: Chapman and Hall/CRC
Date published:   2016
ISBN: 9781498746250 (DRM-EPUB)
9781498746236 (DRM-PDF)

DRM Settings
Copying:not allowed
Printing:not allowed
Read Aloud:  not allowed

This product is listed in the following category:

Nonfiction > Mathematics > Probability & Statistics > Bayesian Analysis

If you find anything wrong with this product listing, perhaps the description is wrong, the author is incorrect, or it is listed in the wrong category, then please contact us. We will promptly address your feedback.

Submit 5 page SummaryWhat is this?

© 2016