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...
Príomhchruthaitheoirí: | Iliev, O, Nagapetyan, T, Ritter, K |
---|---|
Rannpháirtithe: | Sabelfield, K |
Formáid: | Book section |
Foilsithe / Cruthaithe: |
De Gruyter
2012
|
Míreanna comhchosúla
Míreanna comhchosúla
-
Multi-level Monte Carlo approximation of distribution functions and densities
de réir: Giles, M, et al.
Foilsithe / Cruthaithe: (2015) -
Multilevel Monte Carlo for reliability theory
de réir: Aslett, L, et al.
Foilsithe / Cruthaithe: (2017) -
Monte Carlo application to molecular flows
de réir: Haviland, John K
Foilsithe / Cruthaithe: (2005) -
Annealed Flow Transport Monte Carlo
de réir: Arbel, M, et al.
Foilsithe / Cruthaithe: (2021) -
Monte carlo simulation of heterotypic cell aggregation in nonlinear shear flow
de réir: Jiakou Wang, et al.
Foilsithe / Cruthaithe: (2006-07-01)