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

Author

Listed:
  • Aleksander Janicki

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.

Suggested Citation

  • Aleksander Janicki, 1996. "Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9601.
  • Handle: RePEc:wuu:hsbook:hsbook9601
    Note: Published by HSC (www.im.pwr.wroc.pl/~hugo)
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    File URL: http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9601.pdf
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