Exponential Complexity for Stochastic Differential Equations with Applications in Finance and Population Models
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 100 === In this thesis, we first review Ito processes and some common stochastic differential equations (SDE): linear SDEs, lognormal linear SDEs, square-root SDEs, and the constant elasticity of variance (CEV) process. Then we lay out the axioms for lattices, which gi...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/47192251249392224446 |