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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. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
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. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.
Denis Talay is a senior researcher at Inria. He holds a part time research position at École Polytechnique where he had taught for 13 years. He is, or has been, an associate editor for many top journals in probability, numerical analysis, financial mathematics and scientific computing. He was the president of the French Applied Math. Society SMAI (2006-2009) and is now the Chair of its Scientific Council. His main fields of interest are stochastic modelling, numerical probability, stochastic analysis of partial differential equations and financial mathematics.
Combines advanced mathematical tools and theoretical analysis of stochastic numerical methods at a high level
Provides methods to reach optimal results on the accuracy of Monte Carlo simulations of stochastic processes
Contains exercises in the text and problem sets of increasing demand at the end of each chapter ?
Includes supplementary material: [...]
Erscheinungsjahr: | 2015 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Reihe: | Stochastic Modelling and Applied Probability |
Inhalt: |
xvi
260 S. |
ISBN-13: | 9783642438400 |
ISBN-10: | 3642438407 |
Sprache: | Englisch |
Ausstattung / Beilage: | Paperback |
Einband: | Kartoniert / Broschiert |
Autor: |
Talay, Denis
Graham, Carl |
Auflage: | Softcover reprint of the original 1st ed. 2013 |
Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Stochastic Modelling and Applied Probability |
Verantwortliche Person für die EU: | Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de |
Maße: | 235 x 155 x 16 mm |
Von/Mit: | Denis Talay (u. a.) |
Erscheinungsdatum: | 06.08.2015 |
Gewicht: | 0,429 kg |
Denis Talay is a senior researcher at Inria. He holds a part time research position at École Polytechnique where he had taught for 13 years. He is, or has been, an associate editor for many top journals in probability, numerical analysis, financial mathematics and scientific computing. He was the president of the French Applied Math. Society SMAI (2006-2009) and is now the Chair of its Scientific Council. His main fields of interest are stochastic modelling, numerical probability, stochastic analysis of partial differential equations and financial mathematics.
Combines advanced mathematical tools and theoretical analysis of stochastic numerical methods at a high level
Provides methods to reach optimal results on the accuracy of Monte Carlo simulations of stochastic processes
Contains exercises in the text and problem sets of increasing demand at the end of each chapter ?
Includes supplementary material: [...]
Erscheinungsjahr: | 2015 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik, Medizin, Naturwissenschaften, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Reihe: | Stochastic Modelling and Applied Probability |
Inhalt: |
xvi
260 S. |
ISBN-13: | 9783642438400 |
ISBN-10: | 3642438407 |
Sprache: | Englisch |
Ausstattung / Beilage: | Paperback |
Einband: | Kartoniert / Broschiert |
Autor: |
Talay, Denis
Graham, Carl |
Auflage: | Softcover reprint of the original 1st ed. 2013 |
Hersteller: |
Springer-Verlag GmbH
Springer Berlin Heidelberg Stochastic Modelling and Applied Probability |
Verantwortliche Person für die EU: | Books on Demand GmbH, In de Tarpen 42, D-22848 Norderstedt, info@bod.de |
Maße: | 235 x 155 x 16 mm |
Von/Mit: | Denis Talay (u. a.) |
Erscheinungsdatum: | 06.08.2015 |
Gewicht: | 0,429 kg |