Stochastic Simulation and Monte Carlo Methods
Mathematical Foundations of Stochastic Simulation
|Series title:||Stochastic Modelling and Applied Probability Ser.|
|Publication Date:||Jul 2013|
| Book Format:||Hardback|
|List Price:||USD $69.99|
| Book Description: |
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners' aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the...