Detail publikačního výsledku

Computer Simulations of Linear Stochastic Differential Equations

KOLÁŘOVÁ, E.

Originální název

Computer Simulations of Linear Stochastic Differential Equations

Anglický název

Computer Simulations of Linear Stochastic Differential Equations

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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

Anglický abstrakt

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

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

KOLÁŘOVÁ, E.

Rok RIV

2011

Vydáno

02.02.2010

Nakladatel

Slovak University of Technology

Místo

Bratislava

ISBN

978-80-89313-47-1

Kniha

Proceedings of 9 th International Conference APLIMAT 2010

ISSN

1337-6365

Periodikum

Journal of Applied Mathematics

Svazek

III

Číslo

1

Stát

Slovenská republika

Strany od

119

Strany do

126

Strany počet

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"
}