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

2010

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

Strany od

211

Strany do

216

Strany počet

6

BibTex

@inproceedings{BUT4025,
  author="Edita {Kolářová}",
  title="Computer Simulations of Linear Stochastic Differential Equations",
  booktitle="Proceedings of 9 th International Conference APLIMAT 2010",
  year="2010",
  number="1",
  pages="211--216",
  publisher="Slovak University of Technology",
  address="Bratislava",
  isbn="978-80-89313-47-1"
}