  Because the stochastic calculus yields rarely random variables with laws
defined by explicit closed formulas, probabilistic numerical computations are
done most often by simulation. The simulation by the shift, whose field of
application is as wide as that of Monte Carlo method, is particularly relevant
when the simulations use, for each sample, a large number of calls to the
random function. We give here the theoretical features, the implementation and
the specific advantages of this method.
