Optimal approximation of stochastic differential equations by adaptive step size control

Optimal approximation of stochastic differential equations by adaptive step size control
Author: Norbert Hofmann
Publisher:
Total Pages: 20
Release: 1998
Genre:
ISBN:


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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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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.
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
Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Language: en
Pages: 868
Authors: Eckhard Platen
Categories: Mathematics
Type: BOOK - Published: 2010-07-23 - Publisher: Springer Science & Business Media

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In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
Language: en
Pages: 407
Authors: T. E. Govindan
Categories: Mathematics
Type: BOOK - Published: 2018-06-28 - Publisher: Springer

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This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infin