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Stochastic simulation : algorithms and analysis

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Cover of 'Stochastic simulation : algorithms and analysis'

Table of Contents

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    Book Overview
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    Chapter 1 What This Book Is About
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    Chapter 2 Generating Random Objects
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    Chapter 3 Output Analysis
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    Chapter 4 Steady-State Simulation
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    Chapter 5 Variance-Reduction Methods
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    Chapter 6 Rare-Event Simulation
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    Chapter 7 Derivative Estimation
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    Chapter 8 Stochastic Optimization
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    Chapter 9 Numerical Integration
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    Chapter 10 Stochastic Di3erential Equations
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    Chapter 11 Gaussian Processes
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    Chapter 12 Lèvy Processes
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    Chapter 13 Markov Chain Monte Carlo Methods
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    Chapter 14 Selected Topics and Extended Examples
Attention for Chapter 10: Stochastic Di3erential Equations
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