Detail publikace

Computer Simulations of Linear Stochastic Differential Equations

KOLÁŘOVÁ, E.

Originální název

Computer Simulations of Linear Stochastic Differential Equations

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální 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

Autoři

KOLÁŘOVÁ, E.

Rok RIV

2010

Vydáno

2. 2. 2010

Nakladatel

Slovak University of Technology

Místo

Bratislava

ISBN

978-80-89313-47-1

Kniha

Proceedings of 9 th International Conference APLIMAT 2010

Číslo edice

1

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"
}