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Approximation schemes for SDEs with discontinuous coefficients
| Metadata Label | Value |
|---|---|
| Author(s): | Arnold, Sibylle Katharina |
| Publisher: | ETH |
| Citation: | Arnold, Sibylle Katharina. Approximation schemes for SDEs with discontinuous coefficients. ETH (2007). http://dx.doi.org/10.3929/ethz-a-005339128 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(162.99KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Approximation schemes for SDEs with discontinuous coefficients |
| Author(s) | Arnold, Sibylle Katharina |
| Publication Place | Zürich |
| Publisher | ETH |
| Publication Date | 2007 |
| Notes | Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16986, 2007 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-005339128 |
| Subject(s) |
Applied Mathematics Mathematical Statistics |
| Keyword(s) |
STOCHASTIC DIFFERENTIAL EQUATIONS PROBABILITY THEORY PARTIAL DIFFERENTIAL EQUATIONS NUMERICAL MATHEMATICS |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-29326-01.pdf |
application/pdf | 162.99KB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=005339128 |
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E-Collection record created: Sat, 19 Apr 2008, 04:43:41 CET