Stochastic simulation and Monte-Carlo methods.

MaRDI QIDQ3083927zbMATH OpenFDO

Authors Carl Graham, Denis Talay

Publication date 24 March 2011

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Monte Carlo methods (65C05)

Recommendations

• Monte-Carlo methods and stochastic processes. From linear to non-linear
• Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation
• Stochastic algorithms and Monte Carlo methods.
• Monte-Carlo methods and stochastic processes. From linear to non-linear
• Monte-Carlo methods with R. Translated from the English by Joachim Robert, Robin Ryder, Arbel, Juyan, Pierre Jacob et Brigitte Plessis.

Cited in

(10)

• Monte Carlo algorithms for stationary device simulations.
• A numerical algorithm for a class of BSDEs via the branching process
• Monte Carlo strategies in scientific computing.
• Monte-Carlo methods and stochastic processes. From linear to non-linear
• Monte-Carlo methods and stochastic processes. From linear to non-linear
• Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
• Handbook of Monte Carlo Methods
• Stochastic modelings and simulations
• Rare Event Simulation using Monte Carlo Methods
• Monte-Carlo simulation

This page was built for publication: Stochastic simulation and Monte-Carlo methods.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3083927)