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Pregled bibliografske jedinice broj: 461759

Monte Carlo methods, random variable, stochastic processes

Limić, Nedžad
Monte Carlo methods, random variable, stochastic processes. Zagreb: Element, 2009 (monografija)

CROSBI ID: 461759 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Monte Carlo methods, random variable, stochastic processes

Autori
Limić, Nedžad

Ostali urednici
Gračan, Sandra

Vrsta, podvrsta i kategorija knjige
Autorske knjige, monografija, znanstvena

Izdavač
Element

Grad
Zagreb

Godina
2009

Stranica
313

ISBN
978-953-197-569-8

Ključne riječi
Monte Carlo methods ; random variable ; stochastic process

Sažetak
Correct mathematical definition of numerical processes needed to describe Monte Carlo simulations. The book contains material on a graduate level, and can be also used for post graduate studies. Some new results reflect authors long work on Monte Carlo simulations. Special emphasis is given on applications to parabolic PDE and Markov jump processes.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Projekti:
MZOS-037-1193086-2771 - Numeričke metode u geofizičkim modelima (Singer, Saša, MZOS ) ( CroRIS)

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb

Profili:

Avatar Url Nedžad Limić (autor)

element.hr

Citiraj ovu publikaciju:

Limić, Nedžad
Monte Carlo methods, random variable, stochastic processes. Zagreb: Element, 2009 (monografija)
Limić, N. (2009) Monte Carlo methods, random variable, stochastic processes. Zagreb, Element.
@book{book, author = {Limi\'{c}, Ned\v{z}ad}, collectioneditor = {Gra\v{c}an, Sandra}, year = {2009}, pages = {313}, keywords = {Monte Carlo methods, random variable, stochastic process}, isbn = {978-953-197-569-8}, title = {Monte Carlo methods, random variable, stochastic processes}, keyword = {Monte Carlo methods, random variable, stochastic process}, publisher = {Element}, publisherplace = {Zagreb} }
@book{book, author = {Limi\'{c}, Ned\v{z}ad}, collectioneditor = {Gra\v{c}an, Sandra}, year = {2009}, pages = {313}, keywords = {Monte Carlo methods, random variable, stochastic process}, isbn = {978-953-197-569-8}, title = {Monte Carlo methods, random variable, stochastic processes}, keyword = {Monte Carlo methods, random variable, stochastic process}, publisher = {Element}, publisherplace = {Zagreb} }

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