We may earn an affiliate commission when you visit our partners.

Introduction to Monte Carlo Methods for Transport and Diffusion Equations

Rémi Sentis

Read the reviews and buy this book on Amazon

Bernard Lapeyre, Etienne Pardoux, Rémi Sentis. if we know how to simulate μ1 Z under P , we therefore have an estimator of zero variance . Proof Set : $ ( t ) = E ( Z | Ft ) E ( Z ) We have : t $ ( t ) = 1 + H ( s ) E ( Z ) t dB ( s ) ...

Read this on Amazon

Available editions

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics)

Paperback

$$$

Save this book

Create your own learning path. Save this book to your list so you can find it easily later.

Save

Help others find this book page by sharing it with your friends and followers:

Facebook

Copy Link

Length: 178 pages

Available editions

Paperback

$$$

Share this

Share to help others discover this book.

Facebook

Link

Our mission

OpenCourser helps millions of learners each year. People visit us to learn workspace skills, ace their exams, and nurture their curiosity.

Our extensive catalog contains over 50,000 courses and twice as many books. Browse by search, by topic, or even by career interests. We'll match you to the right resources quickly.

Find this site helpful? Tell a friend about us.

Affiliate disclosure

We're supported by our community of learners. When you purchase or subscribe to courses and programs or purchase books, we may earn a commission from our partners.

Your purchases help us maintain our catalog and keep our servers humming without ads.

Thank you for supporting OpenCourser.