Skoči na glavni sadržaj

Mathematical Communications, Vol. 4 No. 2, 1999.

Stručni rad

Numerical solving of stochastic differential equations

R. Horváth Bokor

Puni tekst: engleski pdf 86 Kb

str. 251-256

preuzimanja: 2.258

citiraj

Sažetak

This paper provides an introduction to stochastic calculus and stochastic differential equations, in both theory and applications, emphasizing the numerical methods needed to solve such equations.

Ključne riječi

stochastic differential equations; strong solutions; numerical schemes

Hrčak ID:

878

URI

https://hrcak.srce.hr/878

Datum izdavanja:

11.12.1999.

Posjeta: 2.716 *