No label defined (Q4315016)
From MaRDI portal
scientific article; zbMATH DE number 699438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 699438 |
Statements
4 December 1994
0 references
simulation of random processes
0 references
stochastic differential equations
0 references
Brownian functionals
0 references
numerical treatments of stochastic models
0 references
strong law of large numbers
0 references
martingale convergence theorem
0 references
quasi-Monte Carlo approach
0 references
infinite-dimensional simulation problems
0 references
ergodic theorem
0 references
Euler scheme
0 references
Wiener chaos decomposition
0 references
variance reduction
0 references
stochastic approximation
0 references
linear algebra methods for large Markov chains
0 references
