The global error in weak approximations of stochastic differential equations

The global error in weak approximations of stochastic differential equations
Author: Saadia Ghazali
Publisher:
Total Pages:
Release: 2007
Genre:
ISBN:


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

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Stochastic Calculus of Variations in Mathematical Finance
Language: en
Pages: 148
Authors: Paul Malliavin
Categories: Business & Economics
Type: BOOK - Published: 2006-02-25 - Publisher: Springer Science & Business Media

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Highly esteemed author Topics covered are relevant and timely
On the Global Error of Itô-Taylor Schemes for Strong Approximation of Scalar Stochastic Differential Equations
Language: en
Pages: 18