Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Auteur: Lapeyre, Bernard (, Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France)
Editeur: Oxford University Press
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 real-life scenarios.
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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 real-life scenarios.
ISBN / EAN 9780198525936
Auteur Lapeyre, Bernard (, Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France)
Editeur Oxford University Press