Publication detail

Computer Simulations of Linear Stochastic Differential Equations

KOLÁŘOVÁ, E.

Original Title

Computer Simulations of Linear Stochastic Differential Equations

Type

conference paper

Language

English

Original Abstract

In the paper we deal with some computer simulations of linear stochastic differential equations

Keywords

Linear stochastic differential equations, Ito formula, numerical simulations, confidence interval

Authors

KOLÁŘOVÁ, E.

RIV year

2010

Released

2. 2. 2010

Publisher

Slovak University of Technology

Location

Bratislava

ISBN

978-80-89313-47-1

Book

Proceedings of 9 th International Conference APLIMAT 2010

Edition number

1

Pages from

211

Pages to

216

Pages count

6

BibTex

@inproceedings{BUT4025,
  author="Edita {Kolářová}",
  title="Computer Simulations of Linear Stochastic Differential Equations",
  booktitle="Proceedings of 9 th International Conference APLIMAT 2010",
  year="2010",
  number="1",
  pages="211--216",
  publisher="Slovak University of Technology",
  address="Bratislava",
  isbn="978-80-89313-47-1"
}