Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures
AbstractThis 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoThis book is provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Books with number hsbook9601 and published in 1996.
Note: Published by HSC (www.im.pwr.wroc.pl/~hugo)
Contact details of provider:
Postal: Wybrzeze Wyspianskiego 27, 50-370 Wroclaw
Web page: http://prac.im.pwr.wroc.pl/~hugo
More information through EDIRC
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rafal Weron).
If references are entirely missing, you can add them using this form.