Weak Approximation Of Ito Stochastic Differential Equations And Related Adaptive Algorithms
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Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms
Author | : |
Publisher | : |
Total Pages | : 17 |
Release | : 2000 |
Genre | : |
ISBN | : 9789171706447 |
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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.