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Discretization of the Wiener-process in difference-methods for stochastic differential equations.

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Main Author: Janssen, Rainer
Format: Book
Language:English
Published: Kaiserslautern 1982
Series:Univ.Kaiserslautern.Fachbereich Mathematik. Preprint No.53
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Elliptische Randwertprobleme auf unbeschränkten Gebieten by Janssen, Rainer

Published 1984
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Difference-Methods for stochastic differential equations with discontinuous coefficients. by Janssen, Rainer

Published 1982
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Diskretisierung stochastischer Differentialgleichungen by Janssen, Rainer

Published 1982
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The Computation of the bounded-Lipschitz-distance between probability measures by linear programming. by Janssen, Rainer

Published 1982
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Das Dirichletproblem auf unbeschrankten Gebieten. by Janssen, Rainer

Published 1981
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