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Publication detail
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
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" }