Numerical Methods and Stochastics
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8

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Published By American Mathematical Society

9780821819944, 9781470430689

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Embedding and the convergence of the binomial and trinomial tree schemes

Numerical Methods and Stochastics ◽

10.1090/fic/034/08 ◽

2002 ◽

pp. 101-121 ◽

Cited By ~ 3

Author(s):

John Walsh ◽

Owen Walsh

Keyword(s):

Trinomial Tree

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System control and rough paths

Numerical Methods and Stochastics ◽

10.1090/fic/034/07 ◽

2002 ◽

pp. 91-99 ◽

Cited By ~ 2

Author(s):

T. Lyons

Keyword(s):

System Control ◽

Rough Paths

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Non-Markovian limit diffusions and spin glasses

Numerical Methods and Stochastics ◽

10.1090/fic/034/05 ◽

2002 ◽

pp. 65-74

Author(s):

A. Guionnet

Keyword(s):

Spin Glasses ◽

Markovian Limit

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Towards pathwise stochastic fast dynamo in magneto-hydrodynamics

Numerical Methods and Stochastics ◽

10.1090/fic/034/06 ◽

2002 ◽

pp. 75-89 ◽

Cited By ~ 1

Author(s):

Subhendu Hazra ◽

Frederi Viens

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Approximations of Markovian non linear partial differential equations by particle systems

Numerical Methods and Stochastics ◽

10.1090/fic/034/04 ◽

2002 ◽

pp. 55-63

Author(s):

A. Guionnet

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Particle Systems ◽

Partial Differential ◽

Linear Partial Differential Equations ◽

Non Linear

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Optimal filtering on discrete sets

Numerical Methods and Stochastics ◽

10.1090/fic/034/02 ◽

2002 ◽

pp. 21-27

Author(s):

D. Crisan ◽

T. Lyons

Keyword(s):

Optimal Filtering

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Numerical methods for solving the stochastic filtering problem

Numerical Methods and Stochastics ◽

10.1090/fic/034/01 ◽

2002 ◽

pp. 1-20

Author(s):

Dan Crisan

Keyword(s):

Numerical Methods ◽

Stochastic Filtering ◽

Filtering Problem

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The Monte-Carlo method for filtering with discrete-time observations: Central limit theorems

Numerical Methods and Stochastics ◽

10.1090/fic/034/03 ◽

2002 ◽

pp. 29-53 ◽

Cited By ~ 4

Author(s):

Pierre Del Moral ◽

Jean Jacod

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Central Limit ◽

Discrete Time ◽

Limit Theorems ◽

Central Limit Theorems ◽

The Monte Carlo Method ◽

Discrete Time Observations

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