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.
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
1998
|
Online Access: | http://ndltd.ncl.edu.tw/handle/71273572078429487017 |
Summary: | 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.
|
---|