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Stochastic Simulation and Monte Carlo Methods

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Cover of 'Stochastic Simulation and Monte Carlo Methods'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Strong Law of Large Numbers and Monte Carlo Methods
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    Chapter 3 Non-asymptotic Error Estimates for Monte Carlo Methods
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    Chapter 4 Poisson Processes as Particular Markov Processes
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    Chapter 5 Discrete-Space Markov Processes
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    Chapter 6 Continuous-Space Markov Processes with Jumps
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    Chapter 7 Discretization of Stochastic Differential Equations
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    Chapter 8 Variance Reduction and Stochastic Differential Equations
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    Chapter 9 Stochastic Algorithms
Attention for Chapter 9: Stochastic Algorithms
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Chapter title
Stochastic Algorithms
Chapter number 9
Book title
Stochastic Simulation and Monte Carlo Methods
Published by
Springer, Berlin, Heidelberg, January 2013
DOI 10.1007/978-3-642-39363-1_9
Book ISBNs
978-3-64-239362-4, 978-3-64-239363-1
Authors

Carl Graham, Denis Talay

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