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1
Stochastic Integrals : An Introduction
by
Weizsäcker, Heinrich von
Published 1990
Vieweg+Teubner Verlag
Table of Contents:
“
....
Stochastic
Differential
Equations
-- 12. Towards Diffusions -- References -- Index of Common Notation...
”
Read Now
2
Quasi-Monte Carlo Methods in Finance : With Application to Optimal Asset Allocation
by
Rometsch, Mario
Published 2008
Bedey & Thoms Media GmbH
“
...-Monte Carlo simulation of
stochastic
differential
equations
, we find them to dominate plain Monte Carlo...
”
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3
Dirichlet Forms and Analysis on Wiener Space
by
Bouleau, Nicolas
,
Hirsch, Francis
Published 2010
De Gruyter
“
... of the probability law of the solution to
stochastic
differential
equations
with Lipschitz continuous coefficients...
”
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330 - Economics
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510 - Mathematics
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519 - Probabilities & applied mathematics
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DeGruyter MPG Collection
1
Springer Book Archives -2004
1
wiso-net eBooks
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Bouleau, Nicolas
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Hirsch, Francis
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Rometsch, Mario
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Weizsäcker, Heinrich von
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