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zbMath1316.60001MaRDI QIDQ2855397

Emmanuel Gobet

Publication date: 25 October 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion stochastic processes stochastic control stochastic differential equations Monte Carlo methods acceleration of convergence McKean-Vlasov equations Feynman-Kac formulae branching diffusions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05)

Related Items (1)

Numerical computation for backward doubly SDEs with random terminal time

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