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Sökt på: Böcker av Eric Vanden-eijnden
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Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations
häftad,
2019,
Engelska,
ISBN 9781470431815
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical …
Applied Stochastic Analysis
häftad,
2019,
Engelska,
ISBN 9781470465698
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis …