Introduction to stochastic calculus and to the resolution of PDEs using Monte Carlo simulations - Lectures notes of XV Spanish-French School on Numerical Simulation in Physics and Engineering

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Source https://cel.hal.science/cel-00736268
Author Gobet, Emmanuel
Maintainer CCSD
Last Updated November 1, 2026, 16:36 (UTC)
Created November 1, 2026, 16:36 (UTC)
Identifier cel-00736268
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP) ; Institut National de Recherche en Informatique et en Automatique (Inria)-École polytechnique (X) ; Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-Centre National de la Recherche Scientifique (CNRS)
creator Gobet, Emmanuel
date 2012-09-24T00:00:00
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metadata_modified 2025-03-23T00:00:00
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