Stochastic Methods Using Mathematica

碩士 === 國立成功大學 === 應用數學系 === 85 === We write a Mathematica package for Strong Taylor Schemesof a class of Ito diffusion processes and study how they behave.

Bibliographic Details
Main Authors: Tsai, Che-Yuan, 蔡哲淵
Other Authors: Yen-Kun Huang
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/06711885235857854924