Chapter: Stochastic Algorithms

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Home > Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation > Stochastic Algorithms

Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation |

Carl Graham; Denis Talay

Springer Berlin Heidelberg

Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation

Stochastic Algorithms

Chapter Info

Authors

Carl Graham; Denis Talay

ARI Id

1664992397451_4376988

Access

Not Available Free

Pages

213-230

DOI

10.1007/978-3-642-39363-1_9

Chapter URL

https://rd.springer.com/chapter/10.1007/978-3-642-39363-1_9

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		I-XVI
Front Matter		1-1
Introduction	Carl Graham; Denis Talay	3-11
Strong Law of Large Numbers and Monte Carlo Methods	Carl Graham; Denis Talay	13-35
Non-asymptotic Error Estimates for Monte Carlo Methods	Carl Graham; Denis Talay	37-63
Front Matter		65-65
Poisson Processes as Particular Markov Processes	Carl Graham; Denis Talay	67-88
Discrete-Space Markov Processes	Carl Graham; Denis Talay	89-119
Continuous-Space Markov Processes with Jumps	Carl Graham; Denis Talay	121-153
Discretization of Stochastic Differential Equations	Carl Graham; Denis Talay	155-195
Front Matter		197-197
Variance Reduction and Stochastic Differential Equations	Carl Graham; Denis Talay	199-212
Stochastic Algorithms	Carl Graham; Denis Talay	213-230
Back Matter		231-260
Chapters/Headings	Author(s)	Pages	Info

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