Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2016, Stanford, Ca, August 14-19
暫譯: 蒙地卡羅與準蒙地卡羅方法：McQmc 2016，史丹佛，加州，8月14-19日
Owen, Art B., Glynn, Peter W.
- 出版商: Springer
- 出版日期: 2019-01-05
- 售價: $4,600
- 貴賓價: 9.5 折 $4,370
- 語言: 英文
- 頁數: 479
- 裝訂: Quality Paper - also called trade paper
- ISBN: 3030082555
- ISBN-13: 9783030082550
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商品描述
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.
The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
商品描述(中文翻譯)
本書呈現了第十二屆國際蒙地卡羅與準蒙地卡羅方法在科學計算中的會議論文集，該會議於2016年8月在加州史丹佛大學舉行。這些雙年會議是蒙地卡羅及準蒙地卡羅研究者的重要盛會。
會議論文集包括基於邀請演講的文章以及精心挑選的投稿論文，涵蓋了蒙地卡羅和準蒙地卡羅方法的所有理論方面和應用。提供有關這些非常活躍領域的最新發展資訊，本書是對於有興趣解決高維計算問題的理論家和實務工作者的優秀參考資源，特別是在金融、統計、計算機圖形學以及偏微分方程（PDEs）解決方案等領域。
