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:

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

Language: English

Condition: Used - Fine Soft cover

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30 Blatt; 21 Blatt; 37 Blatt Softcover. Original Broschur. Klammerheftung. Innen sauberer, sehr guter Zustand. Mit Formel-Abbildungen. Universit�t Salzburg, Institut f�r Scientific Computing, Forschungsinstitut f�r 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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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

Publisher

Salzburg, Universit�t Salzburg 2000, 2001.

Publication Date

2000

Language

English

Binding

29,5 x 20,5 cm

Edition

1. Auflage, 3 Hefte.

Condition

Sehr gut

Weight

490 grams

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