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Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures
HSC Books from Hugo Steinhaus Center, Wroclaw University of Technology
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.
Note: Published by HSC (www.im.pwr.wroc.pl/~hugo)
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Downloads: (external link) http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hsbook/HSBook9601.pdf Preface and sample chapter (application/pdf)
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Persistent link: http://EconPapers.repec.org/RePEc:wuu:hsbook:hsbook9601
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