✦ LIBER ✦

Numerical methods for stochastic processes

✍ Scribed by Steven M. Melimis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical methods for stochastic process

✍ Siegfried Schmerling 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 75 KB

Weak Error Analysis of Numerical Methods

✍ Anderson, David F.; Koyama, Masanori 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 463 KB

Numerical methods for Lévy processes

✍ N. Hilber; N. Reich; C. Schwab; C. Winter 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 617 KB

Numerical methods for stochastic differe

✍ Kloeden, Peter ;Platen, Eckhard 📂 Article 📅 1991 🏛 Springer 🌐 English ⚖ 60 KB

Numerical Methods for Stochastic Systems

✍ Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 410 KB

Numerical Methods for Second‐Order Stoch

✍ Burrage, Kevin; Lenane, Ian; Lythe, Grant 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 291 KB