Approximations to probabilistic characteristics of stochastic differential equations
Auteur :
Cui, Jianbo / Hong, Jialin / Sheng, Derui
Éditeur :
Springer Verlag, Singapore
ISBN :
9789819588121
Date de publication :
30 juil. 2026
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Singapour
This book provides an overview of structure-preserving discrete approximations for the probabilistic characteristics of stochastic differential equations, which are essential for understanding stochastic systems in fields such as finance, physics, and engineering.