MPG.eBooks - Search Results - (("stochastic differential equation") OR ("stochastic differential equations"))

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by Weizsäcker, Heinrich von
Published 1990

Vieweg+Teubner Verlag

Table of Contents: “.... Stochastic Differential Equations -- 12. Towards Diffusions -- References -- Index of Common Notation...”

by Rometsch, Mario
Published 2008

Bedey & Thoms Media GmbH

“...-Monte Carlo simulation of stochastic differential equations, we find them to dominate plain Monte Carlo...”

by Bouleau, Nicolas, Hirsch, Francis
Published 2010

De Gruyter

“... of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients...”