Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods
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Published By Springer Berlin Heidelberg

9783642393624, 9783642393631

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Discretization of Stochastic Differential Equations

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_7 ◽

2013 ◽

pp. 155-195

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Non-asymptotic Error Estimates for Monte Carlo Methods

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_3 ◽

2013 ◽

pp. 37-63

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Monte Carlo ◽

Error Estimates ◽

Monte Carlo Methods ◽

Asymptotic Error

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Discrete-Space Markov Processes

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_5 ◽

2013 ◽

pp. 89-119

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Markov Processes ◽

Discrete Space

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Poisson Processes as Particular Markov Processes

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_4 ◽

2013 ◽

pp. 67-88 ◽

Cited By ~ 1

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Markov Processes ◽

Poisson Processes

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Strong Law of Large Numbers and Monte Carlo Methods

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_2 ◽

2013 ◽

pp. 13-35 ◽

Cited By ~ 1

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Law Of Large Numbers ◽

Strong Law ◽

Large Numbers

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Stochastic Algorithms

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_9 ◽

2013 ◽

pp. 213-230

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Stochastic Algorithms

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Variance Reduction and Stochastic Differential Equations

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_8 ◽

2013 ◽

pp. 199-212

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Variance Reduction

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Continuous-Space Markov Processes with Jumps

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_6 ◽

2013 ◽

pp. 121-153

Author(s):

Carl Graham ◽

Denis Talay

Keyword(s):

Markov Processes ◽

Continuous Space

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Introduction

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods ◽

10.1007/978-3-642-39363-1_1 ◽

2013 ◽

pp. 3-11

Author(s):

Carl Graham ◽

Denis Talay

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Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo MethodsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Discretization of Stochastic Differential Equations

Non-asymptotic Error Estimates for Monte Carlo Methods

Discrete-Space Markov Processes

Poisson Processes as Particular Markov Processes

Strong Law of Large Numbers and Monte Carlo Methods

Stochastic Algorithms

Variance Reduction and Stochastic Differential Equations

Continuous-Space Markov Processes with Jumps

Introduction

Stochastic Modelling and Applied Probability - Stochastic Simulation and Monte Carlo Methods
Latest Publications