Sökning: "o-Taylor expansion schemes"

Hittade 1 uppsats innehållade orden o-Taylor expansion schemes.

  1. 1. Stochastic Differential Equations : and the numerical schemes used to solve them

    Master-uppsats, Institutionen för matematik och matematisk statistik

    Författare :Erik Liljas; [2014]
    Nyckelord :stochastic differential equations; o-Taylor expansion schemes;

    Sammanfattning : This thesis explains the theoretical background of stochastic differential equations in one dimension. We also show how to solve such differential equations using strong It o-Taylor expansion schemes over large time grids. LÄS MER