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Found 124 Documents (Results 1–100)

Generalized resolvent of the Stokes problem with Navier-type boundary conditions. (English) Zbl 1475.35280

Ahusborde, É. (ed.) et al., Fifteenth international conference Zaragoza-Pau on mathematics and its applications. Proceedings of the conference, Jaca, Spain, September 10–12, 2018. Zaragoza: Prensas de la Universidad de Zaragoza. Monogr. Mat. García Galdeano 42, 1-11 (2019).
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On the relative entropy method for hyperbolic-parabolic systems. (English) Zbl 1407.65144

Klingenberg, Christian (ed.) et al., Theory, numerics and applications of hyperbolic problems I, Aachen, Germany, August 2016. Cham: Springer. Springer Proc. Math. Stat. 236, 363-374 (2018).
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Stochastic differential equations: theory and practice of numerical solution. With Matlab programs. 5th edition. (Стохастические дифференциальные уравнения: теория и практика численного решения. С программами в среде Matlab.) (Russian) Zbl 1368.60004

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Strong and weak approximation methods for stochastic differential equations – some recent developments. (English) Zbl 1210.60073

Devroye, Luc (ed.) et al., Recent developments in applied probability and statistics. Dedicated to the memory of Jürgen Lehn. Heidelberg: Physica-Verlag (ISBN 978-3-7908-2597-8/hbk; 978-3-7908-2598-5/ebook). 127-153 (2010).
MSC:  60H35 60H10 65C30
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Numerical solution of stochastic differential equations with jumps in finance. (English) Zbl 1225.60004

Stochastic Modelling and Applied Probability 64. Berlin: Springer (ISBN 978-3-642-12057-2/hbk). xxviii, 856 p. (2010).
Reviewer: H. M. Mai (Berlin)
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Runge-Kutta methods for stochastic differential-algebraic equations. (English) Zbl 1183.65006

Mathematik. München: Dr. Hut; Darmstadt: Univ. Darmstadt, Fachbereich Mathematik (Diss.) (ISBN 978-3-86853-245-6/pbk). vii, 158 p. (2009).
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Minimal errors for strong and weak approximation of stochastic differential equations. (English) Zbl 1140.65305

Keller, Alexander (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2006. Selected papers based on the presentations at the 7th international conference ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Ulm, Germany, August 14–18, 2006. Berlin: Springer (ISBN 978-3-540-74495-5/hbk). 53-82 (2008).
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