Stabilized Numerical Methods for Stochastic Differential Equations Driven by Diffusion and Jump-Diffusion Processes
| Author | : |
| Publisher | : |
| Total Pages | : 186 |
| Release | : 2015 |
| ISBN-10 | : OCLC:929156175 |
| ISBN-13 | : |
| Rating | : 4/5 (75 Downloads) |
Book Synopsis Stabilized Numerical Methods for Stochastic Differential Equations Driven by Diffusion and Jump-Diffusion Processes by :
Download or read book Stabilized Numerical Methods for Stochastic Differential Equations Driven by Diffusion and Jump-Diffusion Processes written by and published by . This book was released on 2015 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mots-clés de l'auteur: Stochastic Differential Equations ; Diffusion Processes ; Jump-Diffusion Processes ; Monte Carlo Method ; Variance Reduction Techniques ; Multilevel Monte Carlo Method ; Stiffness ; Stability ; S-ROCK Methods ; Variable Time Stepping.