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Approximation of itô integral equations · Study

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ChapterApproximation of itô integral equations

Eckhard Platen2005

Chapter2005

Approximation of itô integral equations

45 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Numerical methods for differential equations

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1974Numerical Solution of Ito Integral Equations

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2004Optimal pointwise approximation of SDEs based on Brownian motion at discrete points 2003New Representations of the Taylor–Stratonovich Expansion 1997Weak approximation of a diffusion process in a bounded domain

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2007A Gentle Introduction to the Integration of Stochastic Differential Equationschapter · 1 shared reference 1989The Rate of Convergence for Approximate Solutions of Stochastic Differential Equationsarticle · 1 shared reference 1998Exact solutions and doubly efficient approximations of jump-diffusion itô equationsarticle · 1 shared reference 1986A second-order Monte Carlo method for the solution of the Ito stochastic differential equationarticle · 1 shared reference

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Year2005

Typechapter

Published2005-10-05

VenueSpringer eBooks

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0004008

openalex_workW86550987

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