On Lp-stability of numerical schemes for affine stochastic delay differential equations : stochastic recurrance relations
Hagen Gilsing
| Year of publication: |
2002
|
|---|---|
| Authors: | Gilsing, Hagen |
| Publisher: |
Berlin : Sonderforschungsbereich 373 |
| Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Analysis | Mathematical analysis |
| Extent: | 38 S |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse. - Berlin : Sonderforschungsbereich 373, ISSN 1436-0640, ZDB-ID 2371631-9. - Vol. 2002,59 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://sfb.wiwi.hu-berlin.de/papers/2002/dpsfb200259.pdf.zip |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001746309