$Monte Carlo simulation of asymmetric flow field flow fractionation$

Monte Carlo simulation of asymmetric flow field flow fractionation

SDEs are used in the description of a variety of industrial processes. While numerous studies on Monte Carlo and multilevel Monte Carlo methods for SDEs used in ﬁnancial engineering (option pricing, calculation of Greeks etc.) are available in the literature, technical applications are not so broad...

Description complète

Détails bibliographiques
Auteurs principaux:	Iliev, O, Nagapetyan, T, Ritter, K
Autres auteurs:	Sabelfield, K
Format:	Book section
Publié:	De Gruyter 2012

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