Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms

Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms
Author :
Publisher :
Total Pages : 17
Release :
ISBN-10 : 9171706445
ISBN-13 : 9789171706447
Rating : 4/5 (447 Downloads)

Book Synopsis Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms by :

Download or read book Weak Approximation of Itô Stochastic Differential Equations and Related Adaptive Algorithms written by and published by . This book was released on 2000 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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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.