Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation: 68 (Stochastic Modelling and Applied Probability, 68)

by Denis Talay (Author), Carl Graham (Author)

• New

  Hardcover
  2013

  $97.70

  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.