Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation

Bibliographic Information

Numerical exploration of dynamic behavior of the ornstein-uhlenbeck process via ehrenfest process approximation

by Ushio Sumita, Jun-ya Gotoh, Hui Jin

(Institute of Socio-Economic Planning discussion paper series, no. 1050)

University of Tsukuba, 2003

Available at  / 1 libraries

Search this Book/Journal

Related Books: 1-1 of 1

Details

  • NCID
    BA66219920
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Tsukuba
  • Pages/Volumes
    26 leaves
  • Size
    30 cm
  • Parent Bibliography ID
Page Top