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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen; Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001609566
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001597004
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A visual classification of local martingales
Hulley, Hardy; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857178
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On explicit probability laws for classes of scalar diffusions
Craddock, Mark; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10003857525
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Numerical solution of stochastic differential equations with jumps in finance
Platen, Eckhard; Bruti-Liberati, Nicola - 2010 - 1. ed.
Persistent link: https://www.econbiz.de/10003934874
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A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662355
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Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662360
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Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard; Rendek, Renata - 2009
Persistent link: https://www.econbiz.de/10008662361
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619302