Reflected stochastic differential equations with a random and moving boundary
University of Macau === Faculty of Science and Technology === Department of Mathematics
Main Author: | Chiang, Sio Iam |
---|---|
Language: | English |
Published: |
University of Macau
2000
|
Subjects: | |
Online Access: | http://umaclib3.umac.mo/record=b1446666 |
Similar Items
-
Numerical solutions for Reflected Stochastic Differential Equations in R+
by: Zhang, Ying Ying,
Published: (2007) -
Backward stochastic differential equations and option pricing
by: Leng, Weng San
Published: (2003) -
Time domain approach in time series analysis
by: Lam, Vai Iam
Published: (2000) -
Some properties of T. Chan's preconditioner and applications in numerical differential equations
by: Cai, Ming Chao
Published: (2004) -
High-order finite difference methods for solving convection diffusion equations
by: Chiang, Weng Cheng, Venus
Published: (2008)