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Found 133 Documents (Results 1–100)

Simulation of conditional expectations under fast mean-reverting stochastic volatility models. (English) Zbl 07805188

Keller, Alexander (ed.), Monte Carlo and quasi-Monte Carlo methods. Revised papers of the 14th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2020, Oxford, United Kingdom, August 10–14, 2020. Cham: Springer. Springer Proc. Math. Stat. 387, 223-240 (2022).
MSC:  65C05 37A50
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Diffusion of energy in chains of oscillators with conservative noise. (English) Zbl 1318.35123

Gonçalves, Patrícia (ed.) et al., From particle systems to partial differential equations II. Proceedings of the conference “Particle systems and partial differential equations, PS-PDEs II”, Braga, Portugal, December 12–13, 2013. Cham: Springer (ISBN 978-3-319-16636-0/hbk; 978-3-319-16637-7/ebook). Springer Proceedings in Mathematics & Statistics 129, 3-66 (2015).
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