LIBROS DEL AUTOR: emmanuel gobet

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  • Monte-Carlo Methods and Stochastic Processes
    Emmanuel Gobet
    This text focuses on the simulation of stochastic processes in continuous time and their link with 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-Car ...
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