Approximation von stochastischen Differentialgleichungen auf Digital- und Hybridrechnern

DOI10.1007/BF02252084zbMath0326.34068OpenAlexW354555542MaRDI QIDQ1225738

Ludwig Fahrmeir

Publication date: 1976

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02252084

Mathematics Subject Classification ID

Related Items (2)

A survey of numerical methods for stochastic differential equations ⋮ Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals

Cites Work

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• On the relation between ordinary and stochastic differential equations
• Stochastic processes and filtering theory
• Introduction to stochastic control theory
• Schwache Konvergenz gegen Diffusionsprozesse

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