Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations
The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with...
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| Format: | Doctoral Thesis |
| Language: | English |
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KTH, Numerisk analys och datalogi, NADA
2002
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3413 http://nbn-resolving.de/urn:isbn:91-7283-350-5 |