1.

Record Nr.

UNICAMPANIAVAN0124877

Titolo

Monte Carlo and quasi-Monte Carlo methods : MCQMC 2016, Stanford, CA, August 14-19 / Art B. Owen, Peter W. Glynn editors

Pubbl/distr/stampa

Cham, : Springer, 2018

Titolo uniforme

Monte Carlo and quasi-Monte Carlo methods. MCQMC 2016

Descrizione fisica

xi, 479 p. : ill. ; 24 cm

Soggetti

68Uxx - Computing methodologies and applications [MSC 2020]

91Gxx - Actuarial science and mathematical finance [MSC 2020]

65Nxx - Numerical methods for partial differential equations, boundary value problems [MSC 2020]

65Y20 - Complexity and performance of numerical algorithms [MSC 2020]

65D32 - Numerical quadrature and cubature formulas [MSC 2020]

52C07 - Lattices and convex bodies in $n$ dimensions (aspects of discrete geometry) [MSC 2020]

65Cxx - Probabilistic methods, stochastic differential equations [MSC 2020]

68Q17 - Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) [MSC 2020]

65Rxx - Numerical methods for integral equations, integral transforms [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia