Detail publikace

Stochastic Numerical Solutions Using C#

KOLÁŘOVÁ, E., TOROK, Cs.

Originální název

Stochastic Numerical Solutions Using C#

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

This paper considers numerical solutions of stochastic differential equations. The stochastic Euler scheme and the stochastic Milstein scheme are examined. We present two different approaches to implementation of this schemes in the MS .NET Framework.

Klíčová slova

C#; stochastic differential equations; stochastic numeric methods

Autoři

KOLÁŘOVÁ, E., TOROK, Cs.

Vydáno

25. 9. 2007

Nakladatel

Springer Verlag

Místo

Athens, Greece

ISBN

978-0-387-84818-1

Kniha

Proceedings of the European Computing Conference, Volume 2, Lecture Notes in Electrical Engineering, Vol. 28, 2009

Číslo edice

1.

Strany od

563

Strany do

567

Strany počet

5

BibTex

@inproceedings{BUT23954,
  author="Edita {Kolářová}",
  title="Stochastic Numerical Solutions Using C#",
  booktitle="Proceedings of the European Computing Conference, Volume 2, Lecture Notes in Electrical Engineering, Vol. 28, 2009",
  year="2007",
  number="1.",
  pages="5",
  publisher="Springer Verlag",
  address="Athens, Greece",
  isbn="978-0-387-84818-1"
}