Sökning: "Matematik Mathematics stochastic heat equation stochastic wave equation error rates truncated Levy p"
Hittade 1 avhandling innehållade orden Matematik Mathematics stochastic heat equation stochastic wave equation error rates truncated Levy p.
1. Topics in Simulation and Stochastic Analysis
Sammanfattning : Paper A investigates how to simulate a differentiated mean in cases where interchanging differentiation and expectation is not allowed. Three approaches are available, finite differences (FD's), infinitesimal perturbation analysis (IPA) and the likelihood ratio score function (LRSF) method. LÄS MER
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