Exact Simulation of Brownian Diffusions with Drift Admitting Jumps

Exact Simulation of Brownian Diffusions with Drift Admitting Jumps
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:1236170820
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Exact Simulation of Brownian Diffusions with Drift Admitting Jumps by : David Dereudre

Download or read book Exact Simulation of Brownian Diffusions with Drift Admitting Jumps written by David Dereudre and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Exact Simulation of Brownian Diffusions with Drift Admitting Jumps Related Books

Exact Simulation of Brownian Diffusions with Drift Admitting Jumps
Language: en
Pages:
Authors: David Dereudre
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

On the Exact Simulation of (skew) Brownian Diffusions with Discontinuous Drift
Language: en
Pages:
Authors: Sara Mazzonetto
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK

This thesis is focused on the study and the exact simulation of two classes of real-valued Brownian diffusions: multi-skew Brownian motions with constant drift
Simple Brownian Diffusion
Language: en
Pages: 336
Authors: Daniel Thomas Gillespie
Categories: Science
Type: BOOK - Published: 2012-10-18 - Publisher: OUP Oxford

DOWNLOAD EBOOK

Brownian diffusion is the motion of one or more solute molecules in a sea of very many, much smaller solvent molecules. Its importance today owes mainly to cell
Exact Simulation of Multidimensional Reflected Brownian Motion
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

Monte Carlo Methods and Models in Finance and Insurance
Language: en
Pages: 485
Authors: Ralf Korn
Categories: Business & Economics
Type: BOOK - Published: 2010-02-26 - Publisher: CRC Press

DOWNLOAD EBOOK

Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background