Essays about: "Erik Liljas"

Found 1 essay containing the words Erik Liljas.

  1. 1. Stochastic Differential Equations : and the numerical schemes used to solve them

    University essay from Institutionen för matematik och matematisk statistik

    Author : Erik Liljas; [2014]
    Keywords : stochastic differential equations; o-Taylor expansion schemes;

    Abstract : This thesis explains the theoretical background of stochastic differential equations in one dimension. We also show how to solve such differential equations using strong It o-Taylor expansion schemes over large time grids. READ MORE