R functions for simulation of Compound Poisson processes with normal jumps

张世斌 2010-6-22 14:57

R functions for simulation of Compound Poisson processes with normal jumps 1 Introduction Type: R functions for simulation of Compound Poisson processes with normal jumps Date: 2010-6-22 Author: Shibin Zhang Maintainer: Shibin Zhang sbzhang@shmtu.edu.cn Description: This document ...

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R functions for simulation of Brownian motion

张世斌 2010-6-22 14:32

R functions for simulation of Brownian motion 1 Introduction Type: R functions for simulation of Brownian motion Date: 2010-6-22 Author: Shibin Zhang Maintainer: Shibin Zhang sbzhang@shmtu.edu.cn Description: This document provides R functions for simulation of Brownian motion. U ...

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New Work: Transition Law-based Simulation of Generalized Inverse Gaussian Ornste

张世斌 2010-4-25 17:17

Transition Law-based Simulation of Generalized Inverse Gaussian OrnsteinUhlenbeck Processes 期刊 Methodology and Computing in Applied Probability 出版社 Springer U.S. ...

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R functions for Exact simulation of gamma Ornstein-Uhlenbeck processes

张世斌 2010-4-20 15:42

R functions for Exact simulation of gamma Ornstein-Uhlenbeck processes 1 Introduction Type: R functions for Exact simulation of gamma Ornstein-Uhlenbeck processes Date: 2010-4-20 Author: Shibin Zhang Maintainer: Shibin Zhang sbzhang@shmtu.edu.cn Description: This document provide ...

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R functions for ‘Exact simulation of TS O-U processes'

张世斌 2010-3-31 16:13

1 Introduction Type: R functions for ‘Exact simulation of tempered stable Ornstein-Uhlenbeck processes’ Version: 2.02 Date: 2012-2-9 Author: Shibin Zhang Maintainer: Shibin Zhang sbzhang@shmtu.edu.cn Description: Companion functions to the paper ‘Exact simulation of tempered stable Orn ...

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数学建模--求函数最值讲义

张世斌 2010-3-4 21:22

数学建模--求函数最值讲义 数学建模--求函数最值讲义

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2010年关心的几个学术会议

张世斌 2010-2-17 18:03

第三届国 际信息与计算科学学术会议（ICIC2010） 第三届国际 信息与计算机科学学术会议（ICIC2010） 2010 国际信息与计算机科学学术会议（ICIC2010）2010国际信息与计算科学学术会议 The Third International Conference on Information and Computing Science 2010 International Conferenc ...

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本页有 3 篇博文因作者的隐私设置或未通过审核而隐藏