東華大學圖書館 |

Language: English

回圖書館首頁

手機版館藏查詢

Login

Back

Switch To: Labeled | MARC Mode | ISBD

Monte Carlo simulation for functiona...

~

Pangeni, Basant.

Linked to FindBook

Google Book

Amazon

博客來

Monte Carlo simulation for functionals of diffusion processes.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Monte Carlo simulation for functionals of diffusion processes./
Author:	Pangeni, Basant.
Description:	65 p.
Notes:	Source: Masters Abstracts International, Volume: 42-04, page: 1269.
Contained By:	Masters Abstracts International42-04.
Subject:	Mathematics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1417935
ISBN:	0496227165

Monte Carlo simulation for functionals of diffusion processes.
Pangeni, Basant.

Monte Carlo simulation for functionals of diffusion processes. - 65 p.

Source: Masters Abstracts International, Volume: 42-04, page: 1269.

Thesis (M.S.)--University of Southern California, 2003.

The focus of this thesis is to study the rate of convergence of the Euler scheme for the solution of Stochastic Differential Equations (SDE) under the assumption of Holder continuity in x. Some examples are considered and Monte Carlo simulation using MATLAB applied to investigate the convergence of Euler approximations of the SDE when the drift and diffusion coefficients are not smooth.

ISBN: 0496227165Subjects--Topical Terms:

515831
Mathematics.

Monte Carlo simulation for functionals of diffusion processes.
LDR:01229nmm 2200265 4500 001 1846053
005 20051114073038.5
008 130614s2003 eng d
020 $a 0496227165
035 $a (UnM)AAI1417935
035 $a AAI1417935
040 $a UnM $c UnM
100 1 $a Pangeni, Basant. $3 1934193
245 1 0 $a Monte Carlo simulation for functionals of diffusion processes.
300 $a 65 p.
500 $a Source: Masters Abstracts International, Volume: 42-04, page: 1269.
500 $a Adviser: Remi Mikulevicius.
502 $a Thesis (M.S.)--University of Southern California, 2003.
520 $a The focus of this thesis is to study the rate of convergence of the Euler scheme for the solution of Stochastic Differential Equations (SDE) under the assumption of Holder continuity in x. Some examples are considered and Monte Carlo simulation using MATLAB applied to investigate the convergence of Euler approximations of the SDE when the drift and diffusion coefficients are not smooth.
590 $a School code: 0208.
650 4 $a Mathematics. $3 515831
690 $a 0405
710 2 0 $a University of Southern California. $3 700129
773 0 $t Masters Abstracts International $g 42-04.
790 1 0 $a Mikulevicius, Remi, $e advisor
790 $a 0208
791 $a M.S.
792 $a 2003
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1417935

based on 0 review(s)

Location: Year: Volume Number:

Items

1 records • Pages 1 •
1

Inventory Number

No. of reservations

W9195567

電子資源

11.線上閱覽_V

電子書

EB

一般使用(Normal)

On shelf

0

1 records • Pages 1 •
1

Multimedia

Reviews

Add a review and share your thoughts with other readers

Export

pickup library

Change password

Login