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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations - Lapeyre, Bernard (, Ecole Nationale des Ponts et Chaussees, Marne-la-Vallee, France) a Pardoux, Etienne (, Universite de Provence, Marseille, France) a Sentis, Remi (, Commissariat a l'Energie Atomique Bruyeres-le-Chatel, France)

This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of real-life scenarios.

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