Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern-Reference-Cited by-同舟云学术

Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern

Published:1976-12 Issue:4 Volume:16 Page:359-371
ISSN:0010-485X
Container-title:Computing
language:de
Short-container-title:Computing

Author:

Fahrmeir L.

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Computational Theory and Mathematics,Computer Science Applications,Numerical Analysis,Theoretical Computer Science,Software

Link

http://link.springer.com/content/pdf/10.1007/BF02252084.pdf

Reference12 articles.

1. Arnold, L.: Stochastische Differentialgleichungen. München: Oldenbourg 1973.

2. Aström, K. J.: Introduction to Stochastic Control Theory. New York: Academic Press 1970.

3. Billingsley, P.: Convergence of Probability Measures. New York: Wiley 1968.

4. Fahrmeir, L.: Schwache Konvergenz von Wahrscheinlichkeitsmaßen und ein hybrides Monte-Carlo-Verfahren für lineare Randwertaufgaben. Dissertation Techn. Univ. München (1972).

5. Fahrmeir, L.: Schwache Konvergenz gegen Diffusionsprozesse. ZAMM54, T 245 (1974).

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