Monte-Carlo simulation of killed diffusion A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary

Hausenblas, Erika:

Language: English

Published by Salzburg, Universität Salzburg 2000, 2001., 2000

  • First Edition
  • Softcover
  • Used
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30 Blatt; 21 Blatt; 37 Blatt Softcover. Original Broschur. Klammerheftung. Innen sauberer, sehr guter Zustand. Mit Formel-Abbildungen. Universität Salzburg, Institut für Scientific Computing, Forschungsinstitut für Softwaretechnologie. 3. Titel: Error Analysis for Approximation of Stochastic Differential Equations driven by Poisson Random Measures. Berichte: 17 und 18, Dezember 2000 und Bericht 21, November 2001. MIG-15-04A|A35 Sprache: Englisch Gewicht in Gramm: 490.

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Bibliographic details

Title
Monte-Carlo simulation of killed diffusion A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary
Author
Hausenblas, Erika:
Publisher
Salzburg, Universität Salzburg 2000, 2001.
Publication year
2000
Condition
Sehr gut
Binding
29,5 x 20,5 cm
Language
English
Edition
1. Auflage, 3 Hefte.
Item weight
490 grams
Seller catalogs
Modernes Antiquariat

avelibro OHG

Dinkelscherben, Germany

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