Computational aspects of the numerical solution of SDEs Yannios, Nicholas. 2001, Computational aspects of the numerical solution of SDEs, Ph.D. thesis, School of Computing and Mathematics, Deakin University. Attached Files Name Description MIMEType Size Downloads yannios-computationalaspects-2001.pdf Connect to Thesis application/pdf 9.76MB 383 Title Computational aspects of the numerical solution of SDEs Author Yannios, Nicholas. Institution Deakin University School School of Computing and Mathematics Faculty Faculty of Science and Technology Degree name Ph.D. Date submitted 2001 Keyword(s) Stochastic differential equations Stochastic processes - Computer simulation Summary Compares the stochastic Taylor Series time discretisation (TS) approach to classical Finite-Element-Method in the solution of stochastic differential equations. Shows that the TS approach is an efficient and accurate technique that provides both transition and steady state solutions to the associated Fokker-Planck-Kolmogorov equation. Language eng Description of original xviii, 260 leaves ; 30 cm. Dewey Decimal Classification 519.232 Persistent URL http://hdl.handle.net/10536/DRO/DU:30023589 Document type: Thesis Collections: Faculty of Science, Engineering and Built Environment School of Information Technology Higher degree theses (full text) Open Access Collection   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au. Versions Version Filter Type Fri, 12 Feb 2010, 08:28:13 EST Mon, 31 Jan 2011, 13:06:53 EST Mon, 31 Jan 2011, 13:07:40 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 319 Abstract Views, 395 File Downloads  -  Detailed Statistics Created: Fri, 12 Feb 2010, 08:28:13 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.