Spelling suggestions: "subject:"gebrochene brownsche bodenbewegung"" "subject:"gebrochene brownsche bürgerbewegung""
1 |
Optimal approximation of stochastic differential equations with additive fractional noise /Neuenkirch, Andreas. January 2006 (has links)
Techn. University, Diss., 2006--Darmstadt.
|
2 |
Option pricing in fractional Brownian marketsRostek, Stefan January 2009 (has links)
Zugl.: Tübingen, Univ., Diss.
|
3 |
Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White NoiseGrecksch, Wilfried, Roth, Christian 16 May 2008 (has links) (PDF)
We approximate the solution of a quasilinear stochastic partial differential equa-
tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated
via fractional White Noise calculus, see [5].
|
4 |
Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White NoiseGrecksch, Wilfried, Roth, Christian 16 May 2008 (has links)
We approximate the solution of a quasilinear stochastic partial differential equa-
tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated
via fractional White Noise calculus, see [5].
|
Page generated in 0.2847 seconds