scientific article; zbMATH DE number 699438
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Publication:4315016
zbMath0822.60003MaRDI QIDQ4315016
Nicolas Bouleau, Dominique Lépingle
Publication date: 4 December 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
strong law of large numbersstochastic approximationstochastic differential equationsvariance reductionergodic theoremmartingale convergence theoremEuler schemeWiener chaos decompositionsimulation of random processesBrownian functionalsquasi-Monte Carlo approachinfinite-dimensional simulation problemslinear algebra methods for large Markov chainsnumerical treatments of stochastic models
Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Markov processes (60Jxx) Stochastic processes (60Gxx)
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