✦ LIBER ✦

Numerical methods for stochastic differential equations

✍ Scribed by Kloeden, Peter ;Platen, Eckhard

Publisher: Springer
Year: 1991
Tongue: English
Weight: 60 KB
Volume: 5
Category: Article
ISSN: 0931-1955
DOI: 10.1007/bf01543058

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stability of numerical methods for solvi

Stability of numerical methods for solving stochastic differential equations

✍ S. S. Artem'ev 📂 Article 📅 1994 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 275 KB

Numerical method for investigation of st

Numerical method for investigation of stability of stochastic integro-differential equations

✍ V.D. Potapov 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 694 KB

The present paper is devoted to the numerical solution of the stability problem for linear integro-differential equations, describing the behavior of stochastic viscoelastic systems. The method is based on the statistical simulation of input random wide-band stationary processes and with this aim th

Difference Methods for Stochastic Partia

Difference Methods for Stochastic Partial Differential Equations

✍ Ch. Roth 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB 👁 1 views

Numerical simulation for certain stochas

Numerical simulation for certain stochastic ordinary differential equations

✍ Renato Spigler 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 817 KB

Numerical integration of stochastic diff

Numerical integration of stochastic differential equations

✍ A. Greiner; W. Strittmatter; J. Honerkamp 📂 Article 📅 1988 🏛 Springer 🌐 English ⚖ 557 KB

Numerical simulations of stochastic diff

Numerical simulations of stochastic differential equations

✍ Ronald F. Fox 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 589 KB