delo diplomskega seminarja
Mihaela Pušnik (Author), Dejan Velušček (Mentor)

Abstract

Večnivojske Monte Carlo metode

Keywords

matematika;numerična integracija;pričakovana vrednost;slučajni procesi;Brownovo gibanje;stohastična analiza;stohastični integral;Monte Carlo metode;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Pušnik]
UDC: 519.2
COBISS: 17907801 Link will open in a new window
Views: 719
Downloads: 319
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Multilevel Monte Carlo Methods
Secondary keywords: mathematics;numerical integration;expected value;random processes;Brownian motion;stochastic analysis;stochastic integral;Monte Carlo methods;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Matematika - 1. stopnja
Pages: 41 str.
ID: 10911370