SDELab: A package for solving stochastic differential equations in MATLAB (Q885951): Difference between revisions

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Revision as of 09:08, 26 June 2024

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SDELab: A package for solving stochastic differential equations in MATLAB
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    SDELab: A package for solving stochastic differential equations in MATLAB (English)
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    14 June 2007
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    stochastic differential equations
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    MATLAB
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    software
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    Itô SDE
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    numerical examples
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    Stratonovich SDEs
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    Milstein's method
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    iterated stochastic integrals
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