Upper Error Bounds for Approximations of Stochastic Differential Equations with Markovian Switching

Upper Error Bounds for Approximations of Stochastic Differential Equations with Markovian Switching
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Release: 2005
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Upper Error Bounds for Approximations of Stochastic Differential Equations with Markovian Switching
Language: en
Pages:
Deterministic and Stochastic Error Bounds in Numerical Analysis
Language: en
Pages: 118
Authors: Erich Novak
Categories: Mathematics
Type: BOOK - Published: 2006-11-15 - Publisher: Springer

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In these notes different deterministic and stochastic error bounds of numerical analysis are investigated. For many computational problems we have only partial
The global error in weak approximations of stochastic differential equations
Language: en
Pages:
Authors: Saadia Ghazali
Categories:
Type: BOOK - Published: 2007 - 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.
Analytic Approximations of Solutions to Stochastic Differential Equations
Language: en
Pages: 254
Authors: Svetlana Janković
Categories: Stochastic difference equations
Type: BOOK - Published: 2008 - Publisher:

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