Rate of convergence of the Euler approximation for diffusion processes:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Berlin
1986
|
| Schriftenreihe: | Karl-Weierstraß-Institut für Mathematik <Berlin, Ost>: Preprint
86,38. |
| Schlagworte: | |
| Beschreibung: | Zsfassungen in dt. u. russ. Sprache |
| Beschreibung: | 13 S. |
Internformat
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| 245 | 1 | 0 | |a Rate of convergence of the Euler approximation for diffusion processes |c Remigijus Mikulevičius and Eckhard Platen |
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Datensatz im Suchindex
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| author | Mikulevičius, Remigijus Platen, Eckhard 1949- |
| author_GND | (DE-588)115479201 |
| author_facet | Mikulevičius, Remigijus Platen, Eckhard 1949- |
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| author_sort | Mikulevičius, Remigijus |
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| bvnumber | BV007642585 |
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| genre | Eulersche Approximation gnd |
| genre_facet | Eulersche Approximation |
| id | DE-604.BV007642585 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:06:45Z |
| institution | BVB |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005006257 |
| oclc_num | 46017440 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-29T |
| owner_facet | DE-355 DE-BY-UBR DE-29T |
| physical | 13 S. |
| publishDate | 1986 |
| publishDateSearch | 1986 |
| publishDateSort | 1986 |
| record_format | marc |
| series | Karl-Weierstraß-Institut für Mathematik <Berlin, Ost>: Preprint |
| series2 | Karl-Weierstraß-Institut für Mathematik <Berlin, Ost>: Preprint |
| spelling | Mikulevičius, Remigijus Verfasser aut Rate of convergence of the Euler approximation for diffusion processes Remigijus Mikulevičius and Eckhard Platen Berlin 1986 13 S. txt rdacontent n rdamedia nc rdacarrier Karl-Weierstraß-Institut für Mathematik <Berlin, Ost>: Preprint 86,38. Zsfassungen in dt. u. russ. Sprache Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Eulersche Approximation gnd rswk-swf Eulersche Approximation f DE-604 Stochastische Differentialgleichung (DE-588)4057621-8 s Diffusionsprozess (DE-588)4274463-5 s Platen, Eckhard 1949- Verfasser (DE-588)115479201 aut Karl-Weierstraß-Institut für Mathematik <Berlin, Ost>: Preprint 86,38. (DE-604)BV006667941 86,38 |
| spellingShingle | Mikulevičius, Remigijus Platen, Eckhard 1949- Rate of convergence of the Euler approximation for diffusion processes Karl-Weierstraß-Institut für Mathematik <Berlin, Ost>: Preprint Diffusionsprozess (DE-588)4274463-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4274463-5 (DE-588)4057621-8 |
| title | Rate of convergence of the Euler approximation for diffusion processes |
| title_auth | Rate of convergence of the Euler approximation for diffusion processes |
| title_exact_search | Rate of convergence of the Euler approximation for diffusion processes |
| title_full | Rate of convergence of the Euler approximation for diffusion processes Remigijus Mikulevičius and Eckhard Platen |
| title_fullStr | Rate of convergence of the Euler approximation for diffusion processes Remigijus Mikulevičius and Eckhard Platen |
| title_full_unstemmed | Rate of convergence of the Euler approximation for diffusion processes Remigijus Mikulevičius and Eckhard Platen |
| title_short | Rate of convergence of the Euler approximation for diffusion processes |
| title_sort | rate of convergence of the euler approximation for diffusion processes |
| topic | Diffusionsprozess (DE-588)4274463-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Diffusionsprozess Stochastische Differentialgleichung Eulersche Approximation |
| volume_link | (DE-604)BV006667941 |
| work_keys_str_mv | AT mikuleviciusremigijus rateofconvergenceoftheeulerapproximationfordiffusionprocesses AT plateneckhard rateofconvergenceoftheeulerapproximationfordiffusionprocesses |