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Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc.
Arsalane Chouaib Guidoum
Kamal Boukhetala
Published in:
J. Stat. Softw. (2020)
Keyphrases
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monte carlo
monte carlo methods
monte carlo simulation
matrix inversion
computational cost
markov chain
monte carlo method
monte carlo tree search
mathematical models
temporal difference
machine learning
particle filter
control problems
importance sampling
adaptive sampling
point processes