Simulating Gaussian Random Fields and Solving Stochastic Differential Equations using Bounded Wiener Increments

  • Phillip Taylor

Student thesis: Phd

Abstract

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Date of Award1 Aug 2014
Original languageEnglish
Awarding Institution
  • The University of Manchester
SupervisorCatherine Powell (Supervisor) & Tony Shardlow (Supervisor)

Keywords

  • Random Fields
  • Stochastic Differential Equations

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