Monte-Carlo methods and stochastic processes. From linear to non-linear (Q2855397)
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scientific article; zbMATH DE number 6219672
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| English | Monte-Carlo methods and stochastic processes. From linear to non-linear |
scientific article; zbMATH DE number 6219672 |
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25 October 2013
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Monte Carlo methods
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stochastic processes
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acceleration of convergence
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stochastic differential equations
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Brownian motion
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Feynman-Kac formulae
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stochastic control
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branching diffusions
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McKean-Vlasov equations
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Monte-Carlo methods and stochastic processes. From linear to non-linear (English)
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0.8883792757987976
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0.8556773662567139
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0.7883707284927368
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0.7847526669502258
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