5.8 Further Reading

• Stochastic Differential Equations
  Kloeden [22], Sczepessy [28].

• Stochastic processes in physics and chemistry
  Van Kampen [20].

• Particle Methods
  Birdsall [6] and Hockney [15]

• Examples of Monte Carlo integration
  Option pricing, Ising model

• Monte Carlo Methods
  Monte Carlo Methods in WWW virtual library including C++ classes maintained by Taygeta Scientific Incorporated