Večnivojske Monte Carlo metode : delo diplomskega seminarja

Pušnik, Mihaela (author), Velušček, Dejan (mentor)

• Language: Slovenian
• Keywords: matematika, numerična integracija, pričakovana vrednost, slučajni procesi, Brownovo gibanje, stohastična analiza, stohastični integral, Monte Carlo metode
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [M. Pušnik]
• Year: 2016
• Number of pages: 41 str.
• PID: 20.500.12556/RUL-97174
• UDC: 519.2
• COBISS.SI-ID: 17907801
• Publication date in RUL: 20.10.2017

Secondary language

• Language: English
• Title: Multilevel Monte Carlo Methods
• Keywords: mathematics, numerical integration, expected value, random processes, Brownian motion, stochastic analysis, stochastic integral, Monte Carlo methods