IFSM representation of Brownian motion with applications to simulation
Year of publication: |
2006-01-13
|
---|---|
Authors: | Iacus, Stefano ; Torre, Davide La |
Institutions: | Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano |
Subject: | iterated function systems | Brownian motion | simulation of stochastic differential equations |
-
A method of fractal coding for measure-valued images
Torre, Davide La, (2006)
-
Iterated Function Systems on Multifunctions
Torre, Davide La, (2006)
-
Markov operators on multimeasures
Torre, Davide La, (2006)
- More ...
-
Iacus, Stefano, (2002)
-
Matching for Causal Inference Without Balance Checking
Iacus, Stefano, (2008)
-
Adaptive LASSO-type estimation for ergodic diffusion processes
Gregorio, Alessandro De, (2010)
- More ...