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Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures

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  • Aleksander Janicki
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    Abstract

    This monograph is based on methods and numerical tools from such fields as theory of stochastic differential equations (SDEs), stochastic modeling in computational physics, engineering and mathematical finance, statistical estimation methods, and Monte-Carlo type approximations.

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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9601.pdf
    File Function: Preface and sample chapter
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    Bibliographic Info

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    This book is provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Books with number hsbook9601 and published in 1996.

    Handle: RePEc:wuu:hsbook:hsbook9601

    Note: Published by HSC (www.im.pwr.wroc.pl/~hugo)
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