Recent advances in various fields of numerical probability
DOI10.1051/proc/201551015zbMath1382.65030OpenAlexW2201273861MaRDI QIDQ2786538
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Publication date: 15 February 2016
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201551015
Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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