Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear

DOI10.1080/14697688.2024.2310568MaRDI QIDQ6576879zbMATH OpenFDO

Authors Aurélien Alfonsi, Stefano De Marco

Publication date 23 July 2024

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2024.2310568

Mathematics Subject Classification ID

External book reviews (00A17) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Parametric tolerance and confidence regions (62F25) General nonlinear regression (62J02) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35) Stochastic programming (90C15) Combinatorial optimization (90C27)

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