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Numerical Stability,t and the diffusion terms, exhibit the largest stability regions. Refining the time step size in a simulation can lead to numerical instabilities, which is not what one experiences in deterministic numerical analysis. This chapter follows closely Platen & Shi ..致命 发表于 2025-3-23 19:47:03
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Textbook 2010namics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and灾难 发表于 2025-3-24 07:07:46
Filtering,y satisfy certain hidden SDEs. Their observation is considered to be perturbed by the noise of Wiener or other processes. Approximate discrete-time filters driven by observation processes will be constructed for different purposes.可以任性 发表于 2025-3-24 12:48:18
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