随机微分方程
应用数学
数学
计算机科学
数学分析
作者
Eckhard Platen,Nicola Bruti-Liberati
出处
期刊:Applications of mathematics
日期:2010-01-01
被引量:287
标识
DOI:10.1007/978-3-642-13694-8
摘要
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical s
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