Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation / Carl Graham, Denis Talay
Type de document : Livre numériqueCollection : Stochastic modelling and applied probability; formerly: Applications of mathematics, 68Langue : anglais.Éditeur : New York : Springer, cop. 2013ISBN: 9783642393624.ISSN: 0172-4568.Sujet MSC : 65C05, Numerical analysis - Probabilistic methods, stochastic differential equations, Monte Carlo methods65C30, Numerical analysis - Probabilistic methods, stochastic differential equations, Numerical solutions to stochastic differential and integral equations
65C20, Numerical analysis, Probabilistic models, generic numerical methods in probability and statistics
60G42, Probability theory and stochastic processes, Martingales with discrete parameter
60H35, Probability theory and stochastic processes - Stochastic analysis, Computational methods for stochastic equationsEn-ligne : Springerlink | MSN | zbMath
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