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

Aleksander Janicki

in HSC Books from Hugo Steinhaus Center, Wroclaw University of Technology

Abstract: 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.

Date: 1996
Note: Published by HSC (www.im.pwr.wroc.pl/~hugo)
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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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