Showing posts with the label stochastic

Stochastic Differential Equations In Finance

Stochastic Differential Equations In Finance . The price of a european call Study of numerical methods for some stochas…

Stochastic Differential Equations Examples

Stochastic Differential Equations Examples . Systems of sdes with diagonal noise; Where (t) is a brownian motion with d…

Stochastic Differential Equations Matlab

Stochastic Differential Equations Matlab . See chapter 9 of [3] for a thorough treatment of the materials in this secti…

Stochastic Partial Differential Equations

Stochastic Partial Differential Equations . Spdes are one of the main research directions in probability theory with se…