The Shift, properties and recommendations for practical use

Simple item page
dc.creatorBouleau, Nicolas
dc.date2006-10-24
dc.date.accessioned2026-07-07T07:39:46Z
dc.date.available2026-07-07T07:39:46Z
dc.descriptionBecause the stochastic calculus yields rarely random variables with laws defined by explicit closed formulas, probabilistic numerical computations are done most often by simulation. The simulation by the shift, whose field of application is as wide as that of Monte Carlo method, is particularly relevant when the simulations use, for each sample, a large number of calls to the random function. We give here the theoretical features, the implementation and the specific advantages of this method.
dc.identifierhttps://arxiv.org/abs/math/0610729
dc.identifierhttp://arxiv.org/abs/math/0610729
dc.identifierApplications of Statistics and Probability Balkema, Rotterdam (Ed.) (1995) 1253
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121578
dc.subjectProbability
dc.subject65C20, 65C99
dc.titleThe Shift, properties and recommendations for practical use
dc.typetext

Files

Collections

arXiv