Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation (Stochastic Modelling and Applied Probability)

Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation (Stochastic Modelling and Applied Probability)

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  • 製本 Paperback:紙装版/ペーパーバック版／ページ数 260 p.
  • 言語 ENG
  • 商品コード 9783642438400
  • DDC分類 518

Full Description

The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes.

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