Simulation of stochastic processes and applications

MaRDI QIDQ2734996zbMATH OpenFDO

Authors Denis Talay

Publication date 12 February 2002

zbMATH Keywords

convergencestochastic processesMonte Carlo methoddiffusion processesstochastic numerical methodsstochastic particle methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Diffusion processes (60J60) Stochastic particle methods (65C35)

Cited in

(14)

• scientific article; zbMATH DE number 5480953 (Why is no real title available?)
• scientific article; zbMATH DE number 5220394 (Why is no real title available?)
• scientific article; zbMATH DE number 822846 (Why is no real title available?)
• Stochastic processes: Modelling and simulation
• scientific article; zbMATH DE number 749510 (Why is no real title available?)
• Modeling and Generating Stochastic Inputs for Simulation Studies
• scientific article; zbMATH DE number 529750 (Why is no real title available?)
• scientific article; zbMATH DE number 447080 (Why is no real title available?)
• Simulation of stochastic processes with generation and transport of particles
• scientific article; zbMATH DE number 5856182 (Why is no real title available?)
• scientific article; zbMATH DE number 4070533 (Why is no real title available?)
• A stochastic immersed boundary method for fluid-structure dynamics at microscopic length scales
• scientific article; zbMATH DE number 2088026 (Why is no real title available?)
• Multidimensional random process synthesis and simulation

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