Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
WIAS
1996
|
| Schriftenreihe: | Weierstrass-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint
274 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 24 S. |
Internformat
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| 245 | 1 | 0 | |a Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process |c Henri Schurz. Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
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| 490 | 1 | |a Weierstrass-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |v 274 | |
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Datensatz im Suchindex
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|---|---|
| adam_text |
C
ONTENTS
1.
INTRODUCTION
1
2.
NUMERICAL
SOLUTION
FOR
SDES
(1.1)
AND
(1.7)
5
3.
THE
PRESERVATION
OF
ASYMPTOTICAL
PROPERTIES
7
4.
THE
GENERAL
LAW
OF
LINEAR
EULER
METHODS
(2.1)
10
5.
ASYMPTOTIC
MOMENTS
OF
NONAUTONOMOUS
SYSTEMS
16
6.
TWO
EXAMPLES
17
6.1.
A
STOCHASTICALLY
PERTURBED
ROTATION
17
6.2.
STOCHASTICALLY
PERTURBED
OSCILLATORS
19
7.
REMARKS
AND
CONCLUSIONS
20
REFERENCES
21 |
| any_adam_object | 1 |
| author | Schurz, Henri 1964- |
| author_GND | (DE-588)115479228 |
| author_facet | Schurz, Henri 1964- |
| author_role | aut |
| author_sort | Schurz, Henri 1964- |
| author_variant | h s hs |
| building | Verbundindex |
| bvnumber | BV011158357 |
| classification_rvk | SI 304 |
| ctrlnum | (OCoLC)75869806 (DE-599)BVBBV011158357 |
| discipline | Mathematik |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-08-24T00:45:01Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007480477 |
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| physical | 24 S. |
| publishDate | 1996 |
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| series | Weierstrass-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| series2 | Weierstrass-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| spelling | Schurz, Henri 1964- Verfasser (DE-588)115479228 aut Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process Henri Schurz. Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. Berlin WIAS 1996 24 S. txt rdacontent n rdamedia nc rdacarrier Weierstrass-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 274 Weierstrass-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint 274 (DE-604)BV009885922 274 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007480477&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schurz, Henri 1964- Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process Weierstrass-Institut für Angewandte Analysis und Stochastik <Berlin>: Preprint |
| title | Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process |
| title_auth | Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process |
| title_exact_search | Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process |
| title_full | Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process Henri Schurz. Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_fullStr | Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process Henri Schurz. Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_full_unstemmed | Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process Henri Schurz. Weierstrass-Institut für Angewandte Analysis und Stochastik im Forschungsverbund Berlin e.V. |
| title_short | Preservation of probabilistic laws through Euler methods for Ornstein-Uhlenbeck process |
| title_sort | preservation of probabilistic laws through euler methods for ornstein uhlenbeck process |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007480477&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV009885922 |
| work_keys_str_mv | AT schurzhenri preservationofprobabilisticlawsthrougheulermethodsforornsteinuhlenbeckprocess |