Boukhelkhal, Ikram
(UNIVERSITY BBA, 2024-06-13)
In thisdissertation,wedealwiththeproblemofsimulatingstochasticdifferentialequations
driven byBrownianmotionorthegeneralL´evy processes.First,weestablishthebasic
theory ofstochasticcalculusandintroducetheIt ˆo-Taylorexp ...