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Published: 24 July 2003

174 Pages | 2 figures


ISBN: 9780198525936

Also Available As:

Bookseller Code (AJ)

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Bernard Lapeyre, Etienne Pardoux, and Remi Sentis
Alan Craig and Fionn Craig

Oxford Texts in Applied and Engineering Mathematics

  • An unique text on the application of Monte-Carlo methods to partial differential equations