Monte Carlo and Quasi-Monte Carlo Methods

MCQMC 2016, Stanford, CA, August 14-19

479 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: Springer Proceedings in Mathematics & Statistics
• ISBN: 9783319914350
• Sprache: Englisch
• Erscheinungsdatum: 04.07.2018
• Genre: Informatik, EDV/Anwendungs-Software
• Verlag: Springer International Publishing
• Herausgegeben von: Art B. Owen, Peter W. Glynn