Discretization of the Wiener-process in difference-methods for stochastic differential equations:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Kaiserslautern
1982
|
| Series: | Universität <Kaiserslautern> / Fachbereich Mathematik: Preprint
53 |
| Subjects: | |
| Physical Description: | 14 Bl. |
Staff View
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Record in the Search Index
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| author | Janssen, Rainer |
| author_facet | Janssen, Rainer |
| author_role | aut |
| author_sort | Janssen, Rainer |
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| building | Verbundindex |
| bvnumber | BV000289128 |
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| ctrlnum | (OCoLC)46015847 (DE-599)BVBBV000289128 |
| discipline | Mathematik |
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| id | DE-604.BV000289128 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:11:44Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000175846 |
| oclc_num | 46015847 |
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| physical | 14 Bl. |
| publishDate | 1982 |
| publishDateSearch | 1982 |
| publishDateSort | 1982 |
| record_format | marc |
| series2 | Universität <Kaiserslautern> / Fachbereich Mathematik: Preprint |
| spelling | Janssen, Rainer Verfasser aut Discretization of the Wiener-process in difference-methods for stochastic differential equations Kaiserslautern 1982 14 Bl. txt rdacontent n rdamedia nc rdacarrier Universität <Kaiserslautern> / Fachbereich Mathematik: Preprint 53 Wiener-Prozess (DE-588)4189870-9 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Differenzenverfahren (DE-588)4134362-1 gnd rswk-swf Wiener-Prozess (DE-588)4189870-9 s Differenzenverfahren (DE-588)4134362-1 s Stochastische Differentialgleichung (DE-588)4057621-8 s DE-604 Fachbereich Mathematik: Preprint Universität <Kaiserslautern> 53 (DE-604)BV000003820 53 |
| spellingShingle | Janssen, Rainer Discretization of the Wiener-process in difference-methods for stochastic differential equations Wiener-Prozess (DE-588)4189870-9 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Differenzenverfahren (DE-588)4134362-1 gnd |
| subject_GND | (DE-588)4189870-9 (DE-588)4057621-8 (DE-588)4134362-1 |
| title | Discretization of the Wiener-process in difference-methods for stochastic differential equations |
| title_auth | Discretization of the Wiener-process in difference-methods for stochastic differential equations |
| title_exact_search | Discretization of the Wiener-process in difference-methods for stochastic differential equations |
| title_full | Discretization of the Wiener-process in difference-methods for stochastic differential equations |
| title_fullStr | Discretization of the Wiener-process in difference-methods for stochastic differential equations |
| title_full_unstemmed | Discretization of the Wiener-process in difference-methods for stochastic differential equations |
| title_short | Discretization of the Wiener-process in difference-methods for stochastic differential equations |
| title_sort | discretization of the wiener process in difference methods for stochastic differential equations |
| topic | Wiener-Prozess (DE-588)4189870-9 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Differenzenverfahren (DE-588)4134362-1 gnd |
| topic_facet | Wiener-Prozess Stochastische Differentialgleichung Differenzenverfahren |
| volume_link | (DE-604)BV000003820 |
| work_keys_str_mv | AT janssenrainer discretizationofthewienerprocessindifferencemethodsforstochasticdifferentialequations |