Bouleau N. Numerical Methods for Stochastic Processes 1993 torrent

Textbook in PDF format

Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.
Preliminaries
Set Theory and General Topology
Probability Theory
Random Processes
Wiener-Levy Calculus
Computation of Expectations in Finite Dimension
Mathematical Framework of Simulation
The Monte Carlo Method
Low-Discrepancy Sequences
Numerical Computation of Conditional Expectation
Simulation of Random Processes
Integration in Large or Infinite Dimensions
Representations of Stationary Fields
Markov Processes
Processes with Stationary Independent Increments
Point Processes
Deterministic Resolution of Some Markovian Problems
Elements in Markovian Potential Theory
Balayage Algorithms
Reduced Function Algorithm
The Carre du Champ Operator
Stochastic Differential Equations and Brownian Functionals
Lipschitzian Stochastic Differential Equations: Ito's Theorem
Discretization of SDEs
Irregularity of Brownian Functionals
Simulatable Functionals
Symbolic Expansions of Solutions to SDEs
Application of the Shift Method to Multiple Wiener Integrals and to Solutions of SDEs