Discretization of the Wiener-process in difference-methods for stochastic differential equations.
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Kaiserslautern
1982
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| Series: | Univ.Kaiserslautern.Fachbereich Mathematik. Preprint
No.53 |
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| Item Description: | 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.° |
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| Physical Description: | 14 gez.Bl.mit 1 Fig. 4° |