✦ LIBER ✦

Discretization and simulation of stochastic differential equations

✍ Scribed by E. Pardoux; D. Talay

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Optimal Discretization of Stochastic

✍ Norbert Hofmann; Thomas Müller-Gronbach; Klaus Ritter 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 239 KB

Simulation of stochastic differential eq

✍ Yoshihiro Saito; Taketomo Mitsui 📂 Article 📅 1993 🏛 Springer Japan 🌐 English ⚖ 514 KB

Digital simulation of evolutionary stoch

✍ Yu.G. Bulychev; S.A. Pogonyshev 📂 Article 📅 1990 🏛 Elsevier Science ⚖ 516 KB

Numerical simulations of stochastic diff

✍ Ronald F. Fox 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 589 KB

Digital simulation of stochastic differe

✍ N.N. Nikitin; V.D. Razevig 📂 Article 📅 1978 🏛 Elsevier Science ⚖ 743 KB

Computer simulations of multiplicative s

✍ P.D Drummond; I.K Mortimer 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 90 KB