Weak Approximation Of Ito Stochastic Differential Equations And Related Adaptive Algorithms
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Author | : |
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Total Pages | : 17 |
Release | : 2000 |
Genre | : |
ISBN | : 9789171706447 |
Download Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms Book in PDF, Epub and Kindle
Author | : Anders Szepessy |
Publisher | : |
Total Pages | : 26 |
Release | : 1999 |
Genre | : |
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Download Adaptive Weak Approximation of Stochastic Differential Equations Book in PDF, Epub and Kindle
Author | : Amber Catherine Griffiths |
Publisher | : |
Total Pages | : |
Release | : 2014 |
Genre | : Differential equations |
ISBN | : |
Download Stochastic Approximation and Adaptive Algorithms for Non-autonomous Differential Equations Book in PDF, Epub and Kindle
Author | : Kyoung-Sook Moon |
Publisher | : |
Total Pages | : 26 |
Release | : 2003 |
Genre | : |
ISBN | : 9789172835535 |
Download Adaptive Algorithms for Deterministic and Stochastic Differential Equations Book in PDF, Epub and Kindle
Author | : Simo Särkkä |
Publisher | : Cambridge University Press |
Total Pages | : 327 |
Release | : 2019-05-02 |
Genre | : Business & Economics |
ISBN | : 1316510085 |
Download Applied Stochastic Differential Equations Book in PDF, Epub and Kindle
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author | : Riu Naito |
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Total Pages | : |
Release | : 2019 |
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Download A Third-Order Weak Approximation of Multidimensional Itô Stochastic Differential Equations Book in PDF, Epub and Kindle
This paper proposes a new third-order discretization algorithm for multidimensional Itô stochastic differential equations driven by Brownian motions. The scheme is constructed by the Euler-Maruyama scheme with a stochastic weight given by polynomials of Brownian motions, which is simply implemented by a Monte Carlo method. The method of Watanabe distributions on Wiener space is effectively applied in the computation of the polynomial weight of Brownian motions. Numerical examples are shown to confirm the accuracy of the scheme.
Author | : Kyoung-Sook Moon |
Publisher | : |
Total Pages | : 15 |
Release | : 2001 |
Genre | : |
ISBN | : 9789172831964 |
Download Convergence Rates of Adaptive Algorithms for Deterministic and Stochastic Differential Equations Book in PDF, Epub and Kindle
Author | : Erik von Schwerin |
Publisher | : |
Total Pages | : 16 |
Release | : 2005 |
Genre | : |
ISBN | : 9789172839595 |
Download Convergence Rates of Adaptive Algorithms for Stochastic and Partial Differential Equations Book in PDF, Epub and Kindle
Author | : Norbert Hofmann |
Publisher | : |
Total Pages | : 20 |
Release | : 1998 |
Genre | : |
ISBN | : |
Download Optimal approximation of stochastic differential equations by adaptive step size control Book in PDF, Epub and Kindle
Author | : |
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Total Pages | : 110 |
Release | : 2002 |
Genre | : |
ISBN | : |
Download Weak Approximation of Stochastic Differential Equations by Discrete Time Series Book in PDF, Epub and Kindle