Sökning: "Infinitely divisible distribution"
Hittade 2 avhandlingar innehållade orden Infinitely divisible distribution.
1. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes
Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER
2. Some computational aspects of Markov processes
Sammanfattning : .... LÄS MER
Resultatsidor:
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