Stochastic Methods Using Maple

碩士 === 國立成功大學 === 應用數學研究所 === 86 === We write a Maple package for Implicit Strong Taylor Schemes of a class of d-dmiensional Ito diffusion processes and study how they behave.

Bibliographic Details
Main Authors: Liu, Jiunn-Sheng, 劉俊生
Other Authors: 黃炎坤
Format: Others
Language:en_US
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/71273572078429487017