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Published: 09 October 2003

176 Pages

ISBN: 9780198525936

Also Available As:

Bookseller Code (06)

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

B. Lapeyre, É. Pardoux, and R. Sentis
Translated by Alan Craig and Fionn Craig

Oxford Texts in Applied and Engineering Mathematics

This text is aimed at graduate students in mathematics, physics, engineering, economics, finance and the biosciences that are interested in using Monte-Carlo methods for the resolution of real-life scenarios.