Hochschulschrift

Quadrature of discontinuous SDE functionals using Malliavin integration by parts

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Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch
Notes
Mannheim, Universität Mannheim, Diss., 2015

Classification
Wirtschaft
Keyword
Numerische Mathematik ; Malliavin-Kalkül ; Stochastische Differentialgleichung

Event
Veröffentlichung
(where)
Mannheim
(who)
Universitätsbibliothek Mannheim
(when)
2015
Creator
Contributor
Neuenkirch, Andreas

URN
urn:nbn:de:bsz:180-madoc-392077
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:44 AM CEST

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Object type

  • Hochschulschrift

Associated

Time of origin

  • 2015

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- SDE

Graffiti | Streetart

- SDE

Quadrature.

Abschnitt

Quadrature.

Quadrature formulae

Quadrature formulae

Quadrature domains

Quadrature domains

Quadrature formulae

Quadrature formulae

Gaussian Quadrature Formulas

Gaussian Quadrature Formulas

Optimal quadrature formulas

Optimal quadrature formulas

On quadrature means

On quadrature means

Quadrature for quadrics

Quadrature for quadrics

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