Sökning: "o-Taylor expansion schemes"
Hittade 1 uppsats innehållade orden o-Taylor expansion schemes.
1. Stochastic Differential Equations : and the numerical schemes used to solve them
Master-uppsats, Institutionen för matematik och matematisk statistikSammanfattning : 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
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