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
Language: English
Published by Salzburg, Universität Salzburg 2000, 2001., 2000
- First Edition
- Softcover
- Used
Seller: avelibro OHG, Dinkelscherben, Germanyavelibro OHG
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Association member: BOEV
Condition: Used - Fine
£ 21.83
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Add to basketItem description from seller
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.
Seller Inventory # 45806
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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avelibro OHG
Römerstr. 4
Dinkelscherben, Germany 86424
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