Numerical methods for SDEs - with variable stepsize implementation


Autoria(s): Herdiana, Ratna
Data(s)

01/01/2003

Identificador

http://espace.library.uq.edu.au/view/UQ:106308/THE17638.pdf

http://espace.library.uq.edu.au/view/UQ:106308

Idioma(s)

eng

Publicador

The University of Queensland, School of Physical Sciences

Palavras-Chave #Stochastic differential equations #Brownian motion processes #L #230116 Numerical Analysis #780101 Mathematical sciences
Tipo

Thesis