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Toplam kayıt 71, listelenen: 71-71
Numerical methods for simulation of stochastic differential equations
(Advances in Difference Equations, 2018-01-15)
In this paper we are concerned with numerical methods to solve stochastic
differential equations (SDEs), namely the Euler-Maruyama (EM) and Milstein methods.
These methods are based on the truncated Ito-Taylor expansion. ...