BIBLIO is the largest independent book marketplace in the world, with over 100 million books.

Skip to content

Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
Stock photo: cover may vary

Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear Hardback - 2016

by Emmanuel Gobet

Add to wish list

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

From the publisher

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.

Details

  • Title Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
  • Author Emmanuel Gobet
  • Binding Hardback
  • Pages 336
  • Volumes 1
  • Language ENG
  • Publisher CRC Press
  • Publication date 2016-08-01
  • Illustrated Yes
  • Features Illustrated
  • ISBN 9781498746229 / 1498746225
  • Weight 1.35 lbs (0.61 kg)
  • Dimensions 9.2 x 6.3 x 0.9 in (23.37 x 16.00 x 2.29 cm)
  • Category Mathematics

About the author

Emmanuel Gobet is a professor of applied mathematics at Ecole Polytechnique. His research interests include algorithms of probabilistic type and stochastic approximations, financial mathematics, Malliavin calculus and stochastic analysis, Monte Carlo simulations, statistics for stochastic processes, and statistical learning.

More Copies for Sale

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

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

by Emmanuel Gobet

  • New
  • Hardback
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781498746229 / 1498746225
Quantity available
1
Seller
Item price
A$184.02
A$19.30 Delivery to USA

Show details

Description:
Hardback. New.
Add to wish list
Item price
A$184.02
A$19.30 Delivery to USA
Monte-Carlo Methods and Stochastic Processes
Stock photo: cover may vary

Monte-Carlo Methods and Stochastic Processes

by Gobet, Emmanuel

  • Used
  • Good
  • Hardback
Condition
Good
Binding
Hardcover
ISBN 10 / ISBN 13
9781498746229 / 1498746225
Quantity available
1
Seller
Item price
A$142.98
Free Delivery to USA

Show details

Description:
hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Add to wish list
Item price
A$142.98
Free Delivery to USA
Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear

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

by Emmanuel Gobet

  • New
  • Hardback
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781498746229 / 1498746225
Quantity available
278
Seller
Item price
A$235.22
A$15.50 Delivery to USA

Show details

Description:
Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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 tex
Add to wish list
Item price
A$235.22
A$15.50 Delivery to USA
Monte-Carlo Methods and Stochastic Processes
Stock photo: cover may vary

Monte-Carlo Methods and Stochastic Processes

by Gobet, Emmanuel,

  • New
Condition
New
ISBN 10 / ISBN 13
9781498746229 / 1498746225
Quantity available
5
Seller
Item price
A$207.34
A$5.85 Delivery to USA

Show details

Description:
new.
Add to wish list
Item price
A$207.34
A$5.85 Delivery to USA
Monte-Carlo Methods and Stochastic Processes
Stock photo: cover may vary

Monte-Carlo Methods and Stochastic Processes

by Gobet, Emmanuel,

  • Used
Condition
New
ISBN 10 / ISBN 13
9781498746229 / 1498746225
Quantity available
5
Seller
Item price
A$207.34
A$5.85 Delivery to USA

Show details

Description:
like new.
Add to wish list
Item price
A$207.34
A$5.85 Delivery to USA
Monte-carlo Methods and Stochastic Processes: From Linear to Non-linear
Stock photo: cover may vary

Monte-carlo Methods and Stochastic Processes: From Linear to Non-linear

by Gobet, Emmanuel

  • New
  • Hardback
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9781498746229 / 1498746225
Quantity available
2
Seller
Item price
A$293.82
A$29.09 Delivery to USA

Show details

Description:
Chapman & Hall, 2016. Hardcover. New. 328 pages. 9.50x6.50x0.75 inches.
Add to wish list
Item price
A$293.82
A$29.09 Delivery to USA