A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Salzburg
Univ. Salzburg
2000
|
| Schriftenreihe: | Mathematische Berichte
18 |
| Schlagworte: | |
| Beschreibung: | Literaturverz. Bl. 19 - 21 |
| Beschreibung: | 21 Bl. 30 cm |
Internformat
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Datensatz im Suchindex
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| author | Hausenblas, Erika |
| author_facet | Hausenblas, Erika |
| author_role | aut |
| author_sort | Hausenblas, Erika |
| author_variant | e h eh |
| building | Verbundindex |
| bvnumber | BV020829239 |
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| ctrlnum | (OCoLC)633303039 (DE-599)BVBBV020829239 |
| discipline | Mathematik |
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| id | DE-604.BV020829239 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T20:20:11Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013834480 |
| oclc_num | 633303039 |
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| owner | DE-703 DE-29T |
| owner_facet | DE-703 DE-29T |
| physical | 21 Bl. 30 cm |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Univ. Salzburg |
| record_format | marc |
| series | Mathematische Berichte |
| series2 | Mathematische Berichte |
| spelling | Hausenblas, Erika Verfasser aut A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary Erika Hausenblas Salzburg Univ. Salzburg 2000 21 Bl. 30 cm txt rdacontent n rdamedia nc rdacarrier Mathematische Berichte 18 Literaturverz. Bl. 19 - 21 Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 s Markov-Prozess (DE-588)4134948-9 s Diffusionsprozess (DE-588)4274463-5 s DE-604 Mathematische Berichte 18 (DE-604)BV017713353 18 |
| spellingShingle | Hausenblas, Erika A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary Mathematische Berichte Markov-Prozess (DE-588)4134948-9 gnd Diffusionsprozess (DE-588)4274463-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4274463-5 (DE-588)4057621-8 |
| title | A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary |
| title_auth | A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary |
| title_exact_search | A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary |
| title_full | A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary Erika Hausenblas |
| title_fullStr | A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary Erika Hausenblas |
| title_full_unstemmed | A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary Erika Hausenblas |
| title_short | A numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary |
| title_sort | a numerical scheme using excursion theory for simulating stochastic differential equations with reflection and local time at a boundary |
| topic | Markov-Prozess (DE-588)4134948-9 gnd Diffusionsprozess (DE-588)4274463-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Markov-Prozess Diffusionsprozess Stochastische Differentialgleichung |
| volume_link | (DE-604)BV017713353 |
| work_keys_str_mv | AT hausenblaserika anumericalschemeusingexcursiontheoryforsimulatingstochasticdifferentialequationswithreflectionandlocaltimeataboundary |