Schwache Konvergenz gegen Diffusionsprozesse-Reference-Cited by-同舟云学术

Schwache Konvergenz gegen Diffusionsprozesse

Published:1974 Issue:12 Volume:54 Page:245-245
ISSN:0044-2267
Container-title:ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik
language:en
Short-container-title:Z. angew. Math. Mech.

Author:

Fahrmeir L.

Publisher

Wiley

Subject

Applied Mathematics,Computational Mechanics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/zamm.197405412146/fullpdf

Reference5 articles.

1. Clark , J. The Representation of Nonlinear Stochastic Systems with Applications to Filtering 1966

2. Markov Processes

3. Fahrmeir , L. Schwache Konvergenz von Wahrscheinlichkeitsmanßn und ein hybrides Monte-Carlo-Verfahren für lineare Randwertaufgaben 1972

4. Riemann-Stieltjes Approximations of Stochastic Integrals;Wong;Z. Wahrsch. verw. Geb.,1969

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