{"product_id":"monte-carlo-methods-and-stochastic-processes","title":"Monte-Carlo Methods and Stochastic Processes","description":"\u003cp\u003e\u003cstrong\u003eBook Details:\u003c\/strong\u003e\u003c\/p\u003e\n\u003cp\u003e• \u003cstrong\u003eAuthor:\u003c\/strong\u003e Emmanuel Gobet\u003cbr\u003e• \u003cstrong\u003eBrand:\u003c\/strong\u003e CRC Press\u003cbr\u003e• \u003cstrong\u003eEdition:\u003c\/strong\u003e 1\u003cbr\u003e• \u003cstrong\u003eBinding:\u003c\/strong\u003e Hardcover\u003cbr\u003e• \u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 309\u003cbr\u003e• \u003cstrong\u003eRelease Date:\u003c\/strong\u003e 01-08-2016\u003cbr\u003e• \u003cstrong\u003eEAN:\u003c\/strong\u003e 9781498746229\u003cbr\u003e• \u003cstrong\u003ePackage Dimensions:\u003c\/strong\u003e 9.3 x 6.1 x 0.9 inches\u003cbr\u003e• \u003cstrong\u003eLanguage:\u003c\/strong\u003e English\u003c\/p\u003e\n\u003chr\u003e\n\u003cp\u003e\u003cstrong\u003eAbout the Book:\u003c\/strong\u003e\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eMonte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear\u003c\/em\u003e by Emmanuel Gobet is a comprehensive resource focused on the simulation of stochastic processes in continuous time and their connection to partial differential equations (PDEs). Developed from the author's course at the prestigious \u003cem\u003eEcole Polytechnique\u003c\/em\u003e, this book delves deep into linear and nonlinear problems encountered in various fields such as biology, finance, geophysics, mechanics, and chemistry.\u003c\/p\u003e\n\u003cp\u003eThe text starts with a historical perspective on Monte-Carlo methods, followed by an in-depth examination of three core Monte-Carlo problems: numerical integration, computation of expectations, and stochastic optimization. Organized into three parts of increasing complexity, the book equips readers with essential tools for stochastic simulation and analysis of algorithm convergence.\u003c\/p\u003e\n\u003cp\u003eThe second part of the book focuses on Monte-Carlo methods for simulating stochastic differential equations, while the final section explores the simulation of non-linear dynamics. This work serves as a fundamental guide for both students and professionals interested in computational methods for stochastic processes, making it an invaluable resource for those working with complex systems in scientific and engineering applications.\u003c\/p\u003e","brand":"CRC","offers":[{"title":"Default Title","offer_id":49872394354992,"sku":"Sarat_9781498746229","price":4312.0,"currency_code":"INR","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0690\/9968\/4144\/files\/crc-book-default-title-monte-carlo-methods-and-stochastic-processes-41073785962800.jpg?v=1775942861","url":"https:\/\/www.retailmaharaj.com\/products\/monte-carlo-methods-and-stochastic-processes","provider":"Retail Maharaj","version":"1.0","type":"link"}