Simulação e análise numérica de equações diferenciais estocásticas unidimensionais: uma abordagem introdutória
=== This work presents an introductory discussion with respect to numerical methods for the simulation of stochastic differential equations. We begin with the presentation of essential mathematical concepts about probability and stochastic processes. In the following, we present the classical discr...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Minas Gerais
2013
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| Online Access: | http://hdl.handle.net/1843/BUOS-974HDH |