Essays about: "Erik Liljas"
Found 1 essay containing the words Erik Liljas.
-
1. Stochastic Differential Equations : and the numerical schemes used to solve them
University essay from Institutionen för matematik och matematisk statistikAbstract : 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
Result pages:
1