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博士論文

Asymptotic Error Distributions of the Crank-Nicholson Scheme for SDEs Driven by Fractional Brownian Motion

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Asymptotic Error Distributions of the Crank-Nicholson Scheme for SDEs Driven by Fractional Brownian Motion

Persistent ID (NDL)
info:ndljp/pid/9506423
Material type
博士論文
Author
Naganuma, Nobuaki
Publisher
-
Publication date
2014-09-24
Material Format
Digital
Capacity, size, etc.
-
Name of awarding university/degree
Tohoku University,博士(理学)
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Notes on use

Note (General):

type:博士学位論文 (Thesis(doctor))課程

Table of Contents

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  • 2023-09-08 再収集

Bibliographic Record

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Digital

Material Type
博士論文
Author/Editor
Naganuma, Nobuaki
Author Heading
Publication Date
2014-09-24
Publication Date (W3CDTF)
2014-09-24
Alternative Title
非整数ブラウン運動により駆動される確率微分方程式に対するクランク・ニコルソン近似の誤差分布の漸近挙動
Contributor
会田茂樹
Degree grantor/type
Tohoku University
Date Granted
2014-09-24