Corpus ID: 170200940

# Simulation du mouvement brownien et des diffusions

```@inproceedings{Faure1992SimulationDM,
title={Simulation du mouvement brownien et des diffusions},
author={Olivier Faure},
year={1992}
}```
L'objet de cette these est l'etude de la simulation numerique de certains processus stochastiques, les diffusions, dont le mouvement brownien est un exemple typique. Nous commencons par quelques rappels sur le mouvement brownien au chapitre 1. Il s'agit d'une presentation elementaire, qui s'appuie sur la simulation numerique, et permet de rappeler quelques proprietes classiques. Puis nous presentons au chapitre 2 une simulation alternative du mouvement brownien, en un sens plus naturelle, qui s… Expand
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