Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations and applications

Author(s)

Bibliographic Information

Stability, stationarity, and boundedness of some implicit numerical methods for stochastic differential equations and applications

Henri Schurz

Logos Verlag, 1997

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Note

Thesis-Department of Mathematics, Humboldt University, Berlin, 1996

Details

  • NCID
    BA37711655
  • ISBN
    • 3931216942
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    engger
  • Place of Publication
    Berlin
  • Pages/Volumes
    xxii, 264 p.
  • Size
    25 cm
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