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Asymptotic Expansion and Weak Approximation: Ap...

By Akihiko Takahashi and Toshihiro Yamada

Edition Description

This book provides a self-contained lecture on a Malliavin calculus approach to asymptotic expansion and weak approximation of stochastic differential equations (SDEs), along with numerical methods for computing parabolic partial differential equations (PDEs).
Constructions...

Edition Details

Format:Paperback

Language:English

ISBN:9819682797

Format: Paperback

Condition:

54.24

50 Available

Quantity:

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Asymptotic Expansion and Weak Approximation: Ap...

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