Cellular dynamics are intrinsically noisy, so mechanistic models must incorporate stochasticity if they are to adequately model experimental observations. As well as intrinsic stochasticity in gene ...

Stochastic volatility models are increasingly important in practical derivatives pricing applications, yet relatively little work has been undertaken in the development of practical Monte Carlo ...

Reading course on current topics in stochastic simulation design and analysis, including some subset of input modeling, output analysis, experiment design, simulation optimization, model risk, ...