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Computing exit times with the Euler scheme
| Metadata Label | Value |
|---|---|
| Author(s): | Buchmann, F.M. |
| Publisher: | Seminar für Angewandte Mathematik, Eidgenössische Technische Hochschule |
| Citation: | Buchmann, F.M.. Computing exit times with the Euler scheme. Seminar für Angewandte Mathematik, Eidgenössische Technische Hochschule (2003). http://dx.doi.org/10.3929/ethz-a-004517671 |
| Document Type: | Reports |
| Documents: |
Text
(337.87KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Computing exit times with the Euler scheme |
| Author(s) | Buchmann, F.M. |
| Publication Place | Zürich |
| Publisher | Seminar für Angewandte Mathematik, Eidgenössische Technische Hochschule |
| Publication Date | 2003 |
| Series | Research report / Seminar für Angewandte Mathematik No. 2003-02 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004517671 |
| Subject(s) | Applied Mathematics |
| Keyword(s) |
STOCHASTIC PROCESSES PROBABILITY THEORY BOUNDARY VALUE PROBLEMS FOR ELLIPTIC DIFFERENTIAL EQUATIONS MATHEMATICAL ANALYSIS |
| Organisational Unit | Seminar for Applied Mathematics |
| Online Publication Date | 2003 |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Text |
eth-26320-01.pdf |
application/pdf | 337.87KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004517671 |
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E-Collection record created: Sat, 19 Apr 2008, 01:07:59 CET