Publication result detail

Computer Simulations of Linear Stochastic Differential Equations

KOLÁŘOVÁ, E.

Original Title

Computer Simulations of Linear Stochastic Differential Equations

English Title

Computer Simulations of Linear Stochastic Differential Equations

Type

Paper in proceedings (conference paper)

Original Abstract

In the paper we deal with some computer simulations of linear stochastic differential equations

English abstract

In the paper we deal with some computer simulations of linear stochastic differential equations

Keywords

Linear stochastic differential equations, Ito formula, numerical simulations, confidence interval

Key words in English

Linear stochastic differential equations, Ito formula, numerical simulations, confidence interval

Authors

KOLÁŘOVÁ, E.

RIV year

2011

Released

02.02.2010

Publisher

Slovak University of Technology

Location

Bratislava

ISBN

978-80-89313-47-1

Book

Proceedings of 9 th International Conference APLIMAT 2010

ISBN

1337-6365

Periodical

Journal of Applied Mathematics

Volume

III

Number

1

State

Slovak Republic

Pages from

119

Pages to

126

Pages count

8

BibTex

@inproceedings{BUT36112,
  author="Edita {Kolářová}",
  title="Computer Simulations of Linear Stochastic Differential Equations",
  booktitle="Proceedings of 9 th International Conference APLIMAT 2010",
  year="2010",
  journal="Journal of Applied Mathematics",
  volume="III",
  number="1",
  pages="119--126",
  publisher="Slovak University of Technology",
  address="Bratislava",
  isbn="978-80-89313-47-1",
  issn="1337-6365"
}