Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures

This monograph is based on methods and numerical tools from such fields as theory of stochastic differential equations (SDEs), stochastic modeling in computational physics, engineering and mathematical finance, statistical estimation methods, and Monte-Carlo type approximations.

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Authors:	Janicki, Aleksander
Institutions:	Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska

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Extent:	application/pdf
Series:	HSC Books.
Type of publication:	Book / Working Paper
Notes:	Published by HSC (www.im.pwr.wroc.pl/~hugo)
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009643186