Adaptive Weak Approximation of Stochastic Differential Equations

Adaptive Weak Approximation of Stochastic Differential Equations
Author: Anders Szepessy
Publisher:
Total Pages: 26
Release: 1999
Genre:
ISBN:


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Adaptive Weak Approximation of Stochastic Differential Equations
Language: en
Pages: 26
Authors: Anders Szepessy
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms
Language: en
Pages: 17
Adaptive Concepts for High-dimensional Stochastic Differential Equations
Language: en
Pages: 0
Authors: Fabian Merle
Categories:
Type: BOOK - Published: 2022 - Publisher:

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The objective of this thesis is the efficient approximation of high-dimensional stochastic differential equations (SDE's) via newly developed, theoretical-based
Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Optimal approximation of stochastic differential equations by adaptive step size control
Language: en
Pages: 20
Authors: Norbert Hofmann
Categories:
Type: BOOK - Published: 1998 - Publisher:

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