Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear
DOI10.1080/14697688.2024.2310568zbMATH Open1546.0001MaRDI QIDQ6576879FDOQ6576879
Authors: Aurélien Alfonsi, Stefano De Marco 
Publication date: 23 July 2024
Published in: Quantitative Finance (Search for Journal in Brave)
General nonlinear regression (62J02) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Combinatorial optimization (90C27) Stochastic programming (90C15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) External book reviews (00A17) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)
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