Asymptotic properties and finite time convergence of classical and modified methods for stochastic differential equations
As few stochastic differential equations have explicit solutions, the numerical schemes are studied to approximate the underlying solution. The fast development in computer science in recent years has made large scale simulations available, then the numerical analysis for stochastic differential equ...
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University of Strathclyde
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.605926 |