scientific article; zbMATH DE number 1942835
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zbMath1028.65004MaRDI QIDQ4409368
Publication date: 30 June 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
bibliographytextbookMarkov chain Monte Carlostochastic differential equationsMonte Carlo methodsrandom number generationcomputational physicscomputational financequasi Monte Carlo methodMonte Carlo studies in statisticsnonlinear congruential generators
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Random number generation in numerical analysis (65C10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Pseudo-random numbers; Monte Carlo methods (11K45)
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