Discretization of the Wiener-process in difference-methods for stochastic differential equations.
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| Autore principale: | |
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| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
Kaiserslautern
1982
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| Serie: | Univ.Kaiserslautern.Fachbereich Mathematik. Preprint
No.53 |
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| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | 885413 | ||
| 007 | tu | ||
| 041 | |a eng | ||
| 100 | 1 | |a Janssen, Rainer | |
| 245 | 1 | 0 | |a Discretization of the Wiener-process in difference-methods for stochastic differential equations. |
| 246 | 3 | |a JANSSEN, Rainer: | |
| 264 | 1 | |a Kaiserslautern |c 1982 | |
| 300 | |a 14 gez.Bl.mit 1 Fig. |c 4° | ||
| 490 | 0 | |a Univ.Kaiserslautern.Fachbereich Mathematik. Preprint |v No.53 | |
| 500 | |a JANSSEN, Rainer: -- Discretization of the Wiener-process in -- difference-methods for stochastic diffe- -- rential equations. - Kaiserslautern 1982. -- 14 gez.Bl.mit 1 Fig. 4° -- (Univ.Kaiserslautern.Fachbereich Mathematik. -- Preprint.No.53.) -- 1983:B 964. -- Ko.° | ||
| 852 | |c T 20.677/53 | ||
| 999 | |a Monographie | ||
| 591 | |a description: TJANSSEN,Rainer:Discretization of the Wienerprocess indifferencemethods for stochastic differential equations. Kaiserslautern 1982.14 gez.Bl.mit l Fig. 4 Univ.Kaiserslautern.Fachbereich Mathematik.Preprint.No.53. 1983:B 964. Ko. |a signature: 20.67753 |a published: 1983 | ||